Yoga means union, union with the finite and infinite that is. Asanas and Pranayamas will help you experience your finiteness, Specially Asanas deal with fire aspects of reality, union with self embodied. Pranayamas will help you with the allocation of the subtle in you and in everything. Still this are senses of the finite, in order to unite with the infinite you need to consider four aspects to add to your yoga practice: 1) Dharana, the capacity to concentrate on an aspect and to retain this aspect in mind. For this Mantras are useful, by coordinating mantras with pranayamas you can induce a preconscious state of concentration on certain aspects (depending on the mantras). 2) Dhyana is the meditative state of mind where you experience a continuous strain of thought, flowing through your mind's eye. It is the ability to detach from that flow and become aware of these thoughts, without identifying with them. This is a VERY IMPORTANT part of Yoga when you achieve what yoguis call the state of being "consciously conscious". In short most of the time we are either mostly subconscious (normal people without meditative practice) or merely conscious (people with insight or meditative practice), but we are submerged in EGO (ahangkar), that is, the recognition of ourselves with ourselves... (anyhow this should have its own topic...)... This is achieved by meditation and use of dharana, pranayamas and mantras. 3) Pratyahar is the state of mind where you are synchronized with the infinite aspect of reality. It is the practice of consciously noticing the way the universe is expressing itself through finiteness. Being aware of the infinity noticing this infinity in you. This is union with infinity in finiteness. 4) and least Samadhi is the identification with this union with infinity. achieving universal identity, noticing the universe being you, as you are the other, and the other is you.