There are many definitions of Yoga available in many sacred books. It is very good and useful to know them, especially for those whose intellects have been trained to analyse things relentlessly. Having been on that path for a while, I really respect and value the formal definitions given in the yoga sutras, gita etc. But, over a period of time, one also evolves an informal definition based on ones life experiences. This evolved informal understanding is very important as it is the solution that one produces by oneself through ones life.
For me, right now, Yoga is the process of moving from gross aspects of things to more and more refined and subtle aspects. A few examples will help communicate this clearly.
Consider some dimension of ones life - say entertainment, the kind where you want to spend a few hours without having to worry about the regular mundane things. The average person seeks such entertainment in cinema, sports, television, company of friends etc. The varying kinds of such entertainment can be placed on a scale where one end is gross and the other end is subtle. B-grade cinema can be considered to be grosser than classical music. Singing / dancing oneself can be considered to be subtler than listening to others performing. Sitting silently and being in bliss can be considered to be the subtlest form of entertainment. Of course, the exact ordering of the varying forms of entertainment depends on the individual. But, in general, that which consumes more energy from the individual can be considered to be gross while that which energises the individual, can be considered to be subtle. Based on this, one can come up with ones own ordering.
Like entertainment, there are many other dimensions of ones life where the same principle can be applied - physical fitness, relationships, inner peace / compassion when under stress, ones contribution to society, self knowledge etc. For example, knowledge of ones body (what foods are agreeable and what one is not etc) is gross level self knowledge. Realisation of ones essential nature is self-knowledge at the subtlest. The more dimensions of life we move from gross to subtle, the less energy is dissipated and the more energy is retained within the individual. For example, eating regularly at a road side eatery will have health consequences and more energy (physical / mental / financial) will have to be spent to deal with these consequences. But, if one pays attention to what / where we eat, energy may not have to be spent in dealing with many of the health consequences. This reserve energy that one builds up can then be used for better and higher purposes. This re-allocation of domains in which ones energy is spent leads to a tremendous transformation in the individual and this leads to that higher states of consciousness that many of the sacred books describe. For most of us, in my opinion, there really is no other way but to do this - continuous transformation from gross to subtle on many dimensions of ones life!
This movement from gross to subtle will take lot of effort only for the first few dimensions we embark upon. After that, the momentum / energy already gained will help do this transformation much easily in other dimensions.