I hesitate between yoga and pilates, - I do not know how to begin?

Now I am swimming and nothing more, but I want to have suppleness and to be strong. Is yoga much more difficult, than pilates? How to begin?

go to your local sports shop and pickup a dvd for pilates with whatever equipment is suggested and start doing pilates, you'd be amazed with a good diet and keepin with it what kind of results you'd get.

Buy a video. You see tons everywhere. They have different videos for different levels. Beginners, advanced, etc.
Go for pilates, it is absolutely stunning. I had several sessions of physical therapy for my upper back pain, and my instructor taught me all the Pilates basics. I then bought a book on it to get some more advanced exercises and I am totally happy with it. It puts my mind at ease, gives me killer abs and core strength, and my back pain has been relieved as well.
try checking out pilates.about.com