Well, I'm gonna go against the grain and say yoga. Being a guy with a really small frame, I can say that no matter how muscular I get, I still wouldn't come close even to bigger guys with just average strength. Aside from that, more muscle mass means less cardio, less mobility and less speed due to the extra weight.
The benefits of yoga is not simply flexibility. It is learning how to align your body to make it is stable and balanced as possible. It is about developing stability in seemingly awkward, off balanced positions, as opposed to the very linear approch of weight lifting. As a small guy, your best bet is to be able to find those positions where your muscles can work as efficiently as possible (framing, leverage, all that bjj is about really), not about being as explosive as possible as this the efficiacy of this type of strength quickly deteriorates as the size advantage of your opponent increases.
In the end, of course you should do whatever makes you feel better. I have never liked the way weight lifting makes me feel; stiff and heavy (I rather do calisthetics for strength). On the other hand, most people seems to enjoy lifting, so maybe it's just me. Lastly, don't listen to people that tell you you're too skinny or too small. The beauty of bjj is that there is a style for literally every body type out there. I have gotten my ass kicked by every body type imaginable from short and stubby to tall and lanky, and I have kicked the ass of people of every body type. Accept your body as it is, and try to play to it's strengths rather than trying to change it into something it's not.