Yoga is more on focuses freeing the mind from mental stress via different positions that enable the energy to feel more freely throughout the body. There are different forms of yoga and they usually focus on using the body's weight as resistance.
Pilates on the other hand focuses on exercises that train the whole body with emphasis on control. In pilates its "quality not quantity".
Both of these forms of exercise are very beneficial. It depends on which focus you prefer: mental or physical