This place has yoga in San Juan del Sur: http://www.nicayoga.com/
I haven't been, but when I investigated doing the drop-in classes they seemed like really friendly and helpful expat yogis. With so many foreigners in SJDS I imagine there are other places that offer yoga classes.
There is a lot of SJDS hating on this forum. Perhaps I just have different tastes that those people would call bad, or because I'm young-ish (not yet 30), or because I live in Managua and almost never see another foreigner, at least not one who doesn't live here, and despite the fact that I first went there 10 years ago when there wasn't a cali white boy surfer in sight, I kinda like the gringo party seen and fun vacation atmosphere. Though that hardly defines or consumes the place... that's like 2 blocks of town. And when people say that, DON'T think Cancun. Think beach town with a nice variety of budget hostals and B&Bs, a few yummy expaty restaurants, a couple surf shops, and a somewhat gringo-ized market. But then again, I live here so when I go there I am looking for a vacation scene, not the same "real Nicaragua" that I live in every day. However, the real Nica is in SJDS also, if you find people who aren't tourists or expats. The people from San Juan aren't complaining either, as business is booming (despite questions we may have about the sustainability and long term economic impact of so many expat owned businesses). I haven't seen anywhere in Costa Rica that was better, or made SJDS look bad, especially if you take into consideration the beautiful beaches north and south of town. Anyway, just take into consideration who is talking and what they are looking for in a beach town when reading reviews.