As far as I know, there aren't yogurts out there that are "bad" for you, but some are more nutritionally sound than others. I have a few that I really like, and I'm on the Greek yogurt kick now. There are some that I have decided to stop eating because of their high added sugar content.
Take a look at the yogurt you are eating, how many grams of sugar does it contain per serving? Does it have added sugars? A lot of low-fat and light yogurts have added sugars in them to make them taste better. Also look for higher protein and fiber content. Anything with more fiber and more protein will stick with you longer and keep you from getting so hungry in between meals. If you're counting calories, keep in mind that those with fruit and honey will have more sugar and calories, even if they are natural ones, so keep an eye out!
Some people don't like the taste of Greek yogurts, and there are some absolutely yucky tasting ones out there in my opinion. I suggest if you want to try something more nutritionally sound, try out a few, at different price points, and find what tastes suit you best. I have two or three I like and when one of them goes on sale, that's what I go with that week! Nutritious and frugal; that's a good combo if I do say so myself!
What kind of yogurts do you like? Share! My very favorite is Fage, followed by Oikos. I also like the Athenos brand. A tasty store brand is the carbmaster Kroger yogurt.