A good yoga studio is Namo. Nice atmosphere, supportive instructors and reasonable prices.
Wild Rose also has yoga, a herbed sauna, kirtans and special programs each month. A little tricky to find, but inside the moat. Map is on the website.
There are meditation retreats at Doi Suthep or if you are new to Vipassana, you can go to the weekend retreat at Wat Suan Dok. For longer courses, there are many, but I can recommend Goenka Vipassana for the 10 day silent retreat.
Welcome to Chiang Mai.