I am myself completely dedicated to the practice of IYENGAR® yoga, and believe that it is best to find a practice that works for you and stick with it for a long time. I have an ecumenical approach to spirituality, in that I believe that all world religions and spiritual paths are aiming in the same direction. However, I believe that one can end up very confused if one tries to pick and choose bits and pieces from many different teachings.
My favourite analogy to illustrate this is that if you are trying to drill for water (ie the Self) then it is not helpful to dig lots of shallow holes, and keep trying in different places. Yes one should make a good decision of where to drill in the first place, but then one has to drill deep until one actually finds water. One can spend a whole life time walking between different spiritual paths, whilst hardly taking a single step along any actual path.
So I include this section for those who are not yet sure they have found the right practice for them, included along with it the above suggestion not to waste too long in the confusion of deciding. If you find a practice which feels right for you, then go for it with zeal and vigour! Be it IYENGAR® yoga or anything other.
Outside of yoga, there are a whole host of other spiritual and religious groups in Oxford, who welcome new people.
I lived in the Oxford Sikh Gurudwara for my first two years in Oxford, and although I learned only a little about the faith they are an incredibly welcoming group of people, and there weekly services are open to all (and include wonderful shared Indian meals as part of the service). www.gurdwarasgndjoxford.org.uk/index.html
I studied Buddhism and practised Buddhist meditation for a few years before I discovered, and soon after committed fully to Iyengar yoga. I would recommned the following retreat centre (though not in Oxford) www.amaravati.org/retreat-centre
Several people have recommended inner space on broad street to me as a place to find out about meditation happening locally.
The Oxford Quakers are a lovely group of people and hold weekly open sessions. They are also well involve in interfaith work in Oxford. oxfordquakers.org/about-oxford-meeting
I also have a friend who is a Buddhist monk at the Oxford Buddha Vihara on Abingdon Road (near the junction of Donnington Bridge). They are a lovely and welcoming group – and hold regular events and lead practices for beginners. www.oxfordbuddhavihara.org.uk