While the distinction between a yoga holiday and a yoga retreat is not always clear, (sometimes, even the organisers have not thought enough about how to accurately name their course), there is quite a difference in terms of focus and general feel or atmosphere. Generally speaking, a yoga holiday is primarily an activity holiday. The time devoted daily to yoga usually won't exceed four hours, in one, or possibly two daily classes, and you will have time for other activities or just to relax and chill out. The location should reflect this, with a beach or other notable attractions nearby. The atmosphere is often relaxed, and it is usually a great opportunity to meet other like-minded people. On a retreat, on the other hand, the yoga schedule is likely to be more intense, possibly including some meditation, times of silence, etc. The main focus is no longer to enjoy yourself on holiday, but to deepen your yoga practice. Again, the choice of location should reflect this, with a quiet, possibly remote location. Retreats should be fully residential, the food vegetarian, and meal times carefully thought out to fit smoothly within the daily yoga routine. You will find more 'hard core' yogis and yoginis on retreats, and the overall atmosphere can be quite serious, with much less 'free' time. Unless you are quite certain that yoga is your thing, and want to move your practice to the next level, a yoga holiday rather than a yoga retreat may be the best choice for your first time doing yoga away from home.
Going alone is not a problem. In fact, the vast majority of people going on yoga course go on their own. The downside to going on your own is that you might have to share a room with one or more complete strangers, but at least, you will know that, like you, they have a keen interest in yoga, and great friendships are formed on yoga courses. If you decide not to go on your own, choose your companion(s) carefully. A few yoga centres will welcome guests who don't do yoga, but in most cases, and certainly in the case of a retreat, yoga should be a shared interest with your prospective travel companion, so if you don't want to go alone, a yoga buddy is a far better choice than your new boyfriend (unless, of course, you met him on a yoga weekend!)
The yoga holiday market is now becoming increasingly competitive, and main stream travel agents are moving in, sometimes with disastrous results. Unlike yoga teachers and dedicated venues, they do not always understand the particular requirements of what is still very much a niche market. Complaints about such new comers to the yoga holiday market, who often have operated successfully in other branches of the tourist trade such as the organisation of seminars or other types of package holidays, are their lack of understanding of the specificity of the yoga market, particularly in relation to diet (vegetarian and vegan options are not always available) and the unsuitability of the venues chosen, which are often large, soulless resorts, sometimes shared with a crowd of rowdy drunks (as happened to me in Goa a few years ago).
All this is not very conducive to peace of mind, so it is best to avoid large operators and stick with small, dedicated venues. There are a lot of them to choose from all over the world, and new ones are sprouting up every where so there's a large choice of destinations at any time of the year! Sun destinations such as Greece, Spain, Portugal, Turkey, Italy, and the south of France tend to be most popular in the European summer while in the winter; India, Sri Lanka, Thailand, Mexico and the Caribbean tend to be favourites. There are also a number of other locations which don't emphasise the 'sun' part including Scotland, various parts of England, Ireland, Finland, Canada, Austria to name just a few. See for example the yoga centres listing of the yogaholidays.net site. Even thought they might not be right up on the beach, these venues are chosen for their quietness and are far more suited to the practice of yoga than large tourist resorts.
Perhaps more important than the location is the teacher and the style of yoga. Remember you will be stuck with your choice for the duration of the course, so a bit of thinking may be in order. The best, of course, is to choose a teacher you have already studied with, perhaps in the context of weekly classes or a short workshop. Second best, is to get an opinion from someone who has been on a holiday/retreat with a particular teacher before. If this is not possible, you might find some useful information on the Internet, as most established teachers now have websites. This should at least give you an idea of who they are and of whether their style of teaching (and style of yoga) will suit you. If nothing else, don't be afraid to ask the teacher such questions as who they studied with, how long they have been practicing and how long they have been teaching yoga. Try to ring rather than email, as you'll get a far better idea over the phone. Tell the teacher about your yoga experience, level of fitness and your expectation for the retreat so they can advise you properly on suitability. Usually they don't want to be stuck with the wrong student any more that you want to be stuck with the wrong teacher, so they will advise you honestly. It is also recommended to try the style of yoga that will be taught as part of the holiday/retreat by taking a few classes in your area, just to be sure that it will suit you, before booking.
Check whether you'll need a yoga mat (if you have your own, it best to bring it anyway). Bring some reading, yogic or not, and don't forget your practice clothes!
Christophe runs a yoga retreat centre on Clare Island, off the West coast of Ireland, and has been teaching yoga holidays and retreats worldwide for the past 9 years.