Modern exercise physiology confirms the wisdom of the Joseph Pilates approach - you cannot efficiently build muscle bulk/flexibility, while at the same time performing a hard aerobic workout - it doesn't work; just leads to unnecessary extra stress loading. Such sessions should always be performed separately. 

Joseph Pilates was something of a health guru. Nevertheless, he was renowned for liking cigars, whiskey (or was that vodka?), and women. He was the life of many parties, and was to be seen running on Manhattan streets, in the dead of winter, in his habitual "bikini bottom" training attire!  He believed in fitness supporting life's rich goals.

Definition of Pilates Method provided by the www.contrology-pilates-method.com

Joseph Pilates thought of his method as a way to connect and develop the mind, body and spirit. These are the key principles of the Pilates method:

1)   Breathing
2)   Concentration
3)   Control
4)   Centering
5)   Precision
6)   Balanced Muscle Development
7)   Rhythm/Flow
8)   Whole Body Movement
9)    Relaxation

More information you can find on: http://www.contrology-pilates-method.com/history_joe_pilates.asp