Above all, do the one that you take the most joy in. That's the one you'll probably stick with for the rest of your life.
Aerobics covers a lot of ground - running, biking, swimming, etc. Anything that's endurance based and gets your blood pumping can be aerobic. If one of those activities appeals to you, or you like the feeling of getting worn out doing endurance stuff, try aerobics.
Going to the gym and lifting weights will build strong muscles, but it can be hard to stay motivated. Without a class or other people working out with you (like aerobics or yoga) you can lose your motivation. But there are tons of benefits to weight training and getting stronger, and if you need more info about that visit Complete Strength Training
, it's got great info about (obviously) strength training.
Yoga is normally taught in classes, giving it a social aspect, as well as having spiritual underpinnings that can be intriguing and fulfilling. Yoga can have more depth than just running or lifting, and get you working out with other people that have similar interests.
There's no best kind of workout, just whatever works for you. Whatever you choose, give it an honest try - at least a month of solid practice. That way you can find out if you really like it, or whether it's not for you.