I've tried quite a few different styles over the last 4 years, Bikram being one of them, and I would have to say that it is my least favorite for a number of reasons. 1. You get no personal guidance during a class, you might as well go to an aerobic class. 2. It is not true yoga. 3. You can get injured easily, because most of the instructors do not know what they are doing, Bikram yoga schools hire ANYONE who can talk non-stop for an hour. 4. Bikram is an American living in a mansion in Hollywood hills, who has tried to patent a number of the authentic yoga asanas from India as his own, needless to say this really pissed a lot of Indians off, and last I heard, it was going to court. In short, bikram is in it for the money, and thats about it.
If you want to get the benefits of yoga, try Hatha, Iyengar or Astanga, depending on the level of spirituality you would like, and the level of intensity. Hatha being the lightest and most spiritual, Iyengar and Astanga same but Astanga more intensive.