Oh, DEFINATELY have to go to a good studio with good teachers. I did the Iyengar for 7 years at the same place, mostly with the same instructor, and she was CONSTANTLY adjusting what I did so as to make sure I didn't hurt myself, or got the most benefit out of the pose.
What I take to my house from yoga is just knowledge of my body and what I do with it. I even tie my shoes differently after yoga
The second toughest thing (behind keeping your eyes off the opposite sex) is to listen to YOUR body and not try to push beyond where it can go, to compete with others in the class. Some days, even poses I know I can do deeper/better, my body says "nope, ain't gonna happen today" and so we go to where we can and not worry about it.