I have been working out for so long without stretching that my muscles were tight and stretching them was out of my body's comfort zone. This was one reason I fell in love with hot yoga. In a heated room, you do not immediately feel the effects of stretching because the damp heat lubricates tight muscles; but in 24 hours, it might be quite a chore to move those sore muscles. I started using an msm supplement once a day to get through the first weeks of muscle soreness; a godsend because soreness can make you feel heavy and lethargic.
The usual lightweight clothing, anti-sweat athletic wear that dries quickly will do just great. For men its light tees with shorts and women can wear a tank top or sports bra with shorts or lightweight pilates memphis yoga-style pants.
I also notice new muscles that weren't there from my previous yoga practice. I must have created them during hot yoga. I feel stronger, especially in my lower body. Now I get out and walk around the park more. It has inspired me to get out of the house, and that is certainly burning more calories.
Sometimes I'll do one set of weight lifting followed by a minute of pilates near me. Other times I'll do two sets of weight lifting (usually a duo superset) followed by 30 to 45 seconds of a yoga pose (or two).
Some of the hot yoga mats out there have a bumpy texture. This can greatly reduce the amount of slipping and sliding you do. Some even have an adhesive type texture that is great for staying stable. You probably wouldn't care for the adhesive texture during normal yoga, it's mainly for helping with a lot of perspiration.
I bought the Power Yoga book and got to work. It was tough. In fact, I couldn't do much of it at all - both the flexibility moves nor many of the strength moves. I figured there must be something to the yoga.