The research is still out on this one...the big debate on saturated fats. We are learning that they are not as bad as we once thought, however we don't have an exact answer just yet.
We are hearing about benefits of plant-based saturated fats (like coconut oil), however like anything else, too much of a good thing can go bad. Same goes for yogurt. Two percent is better than fat-free...the fat-free versions tend to be much higher in sugar or even artificial sweeteners.
More research is noted in these two articles:
When it comes to choosing a quality full fat or 2% yogurt, look for the best ingredients possible - organic, no added sugar or artificial sweeteners, etc.