You are welcome to wear your Nike+ FuelBand SE and first generation FuelBand during yoga or weightlifting. However, the FuelBand is designed to track activity throughout the day and is best suited for activities with full-body motion that include at least some amount of wrist motion.
If you use a treadmill, elliptical trainer, or stair climber, you'll earn more NikeFuel by using your arms rather than holding the rails. If you weight train or do yoga, your FuelBand may not capture as much NikeFuel as they do for other activities that involve more full-body and wrist motion. By wearing your device throughout the day, you'll have an overall representation of your activity, including both full-body activity and activity with more limited motion.
With the Nike+ FuelBand SE, there is a new feature called Session Calibration, which allows you to modify the perceived intensity output of your Session, giving you more NikeFuel for that Session. Session Calibration is limited to three types of activities: Yoga, Training, and Cycling.