Although they seem similar yoga and pilates have totally seperate roots and very different philosophies. Yoga has its roots in Hindu ideals and tends to be very mystical in nature. Hence the reason a lot of Christians shy away from it. Pilates was developed by a German guy who adapted it from rehabilitive techniques during wartime. It is more of a body-mind approach with an emphasis on breathing techniques rather than yogas mind-body-spirit approach. Yoga gets more into daily life philosophies, acheiving balance and wholeness etc.
In my opinion they're both great. But if youre looking for toning your muscles and getting more flexibility go for pilates. Yoga would be a better choice for flexibility, stress relief and personal reflection.