In Hare Krishna we practice a form of yoga called bhakti-yoga. The Sanskrit term yoga means “to connect.” The term aims at a process or method, by which the soul regains its connection with Krishna (God). Incidentally the word is asynonym of “religion,” which original meaning is “that which again (“re”) connects (“legara”) us with God.
There are many types of yoga, such as astanga-yoga, hatha-yoga, jnana-yoga, and dhyana-yoga, that are aimed at different types of people in different ages, or people in various mentalities or circumstances. All of them culminate in bhakti-yoga, the yoga of devotion, where the soul has developed its natural relationship with Krishna, and connects with Him through voluntary service in pure love. In this stage of pure bhakti, or love, one experiences unlimited spiritual bliss. One realizes, that there is nothing higher than this, and one is never disturbed, even in the greatest difficulties. The entire yoga-science is described in detail in Bhagavad-gita.
In Hare Krishna we follow a specific type of bhakti-yoga, which was given by Sri Caitanya Mahaprabhu 500 years ago. Sri Caitanya was Krishna Himself, who incarnated as a great devotee of Krishna. He showed how, through the singing of the names of Krishna, accompanied by dancing and music, engaging in active service, favorable for Krishna, one can cultivate his natural love for Krishna. According to Sri Caitanya this is the simplest and most natural form of yoga for people in this age. Our time is characterized by people not being very spiritually inclined, and find it difficult to sit and meditate for many hours every day, or several days uninterrupted, as people could in previous ages.
For this reason, a much better form of yoga is to follow the path of Caitanya with meditation on the names of Krishna through song and music, and lots of exciting active service, favorable for Krishna.