Yuccas and agaves come from the same family, and are not closely related to aloes. There are 40 to 50 species of yuccas, and about the same amount of agaves, but there are almost 400 species of aloe.
Also, aloe came from Africa and the Arabian Peninsula, while yucca and agaves originated in Mexico, southwestern U.S. Central and South American and the West Indies.
The first part of a three-part series on yuccas, aloes and agaves goes in-depth on these plants and gives you some insight on how they might be used in desert plantings.