I have heard this question asked countless times, and have heard just as many different answers. The one that resonates most is my Guruji's teaching of what Yoga is.
Guruji Shri Shriyogeshvaraji describes Yoga as:
"In Sanskrit grammar 'yoga' eveolves from the root ''Yuj'. 'Yuj' means to link , to unite. The process that links, unites, or integrates is known as Yoga.
To understand this, one has to understand the absolute philosophy of Sanatan Dharma (The Universal Religion). It is much deeper than the apparent projection of hundreds of deities and thousands of temples. This philosophy is above all those well known or not so known sects which are collectivly known as Hinduism in today's world.
BrahmaN, the absolute, the one and only God who is formless, beyond any description and definition is manifested in to many in the form of Atman (Soul) or Atma. The ultimate goal of all spiritual practices of Sanatan Dharma is realizing the oneness of Atma with BrahmaN. This is a very brief description of the highest philosophy.
The method, the process, that helps an individual to unite completly with BrahmaN is YOGA."
I've read it a hundred times, and each time I have to stop and contemplate it again. I ask myself, 'Am I living up to the tradition of Sanatan Dharma, and the teachings of my Guruji?' If we do anything else and call it Yoga, we are losing the true objective of the practice.
Jay Shiv Shakti