Yoga aims at the self-realization in direct experience of the preexisting union between the individual consciousness and the universal consciousness.
There are four main paths of Yoga: Karma Yoga (the path of selfless action), Bhakti Yoga (the path of devotion), Raja Yoga (the path of self-knowledge) and Jnana Yoga (the path of wisdom). Each path is suited to a different temperament or approach to life.
All paths, ultimately, lead to the same destination: the union with Brahman or God. The lessons of each of the paths need to be integrated if true wisdom is to be attained.