I love Bikram, it is especially good on awful winter days! I live in Canada and am also a big fan of saunas, so no surprise there.
If you're wondering about the hype, my experience has been that
everything in the world has pie-eyed fanatics running around screaming that their guru's method or theory is the salvation for all mankind. Working people to death while telling them that what they are doing is the best thing ever is also a good way to build a zombie army of devotees, but I digress. In the end one just has to try things out for one's self and see if it works.
I second all of the advice from Athallia and would add that it is a good idea to take a multi-vitamin or eat a banana in advance of a Bikram class because low potassium (along with dehydration) can be a culprit when it comes to feeling dizzy or nauseous.
If you're looking for intense flexibility training without yoga, check out Classical Stretch, it is really a good system.
Classical Stretch
-Hannan