Yes it matters. If you just want something sweet and milky than you can get whatever, but if you want health benefits, you have to get yogurt from a company that's putting some care into it, very much like buying probiotics. There's living organisms in good yogurt, so it takes some amount of effort to keep them alive.
Get more expensive yogurt from smaller companies. The very best yogurt I've found in the states is St. Benoit but it's a pretty small company, probably only available on the West coast. Comes in big glass mason jars or small individual size ceramic cups. It's one of the only yogurts on the market that is just milk and live cultures, the way yogurt should be. But a lot of the other brands like Brown Cow and Nancy's and Pavel's and all the Trader Joe's brands should be good for the probiotic content.
Kefir is also good. Trader Joes carries it. It uses different bacteria than yogurt.
You can also get cultured foods like old fashioned cultured Pickles like Bubbies or Pookie's Pickles (look for the kind with no vinegar listed in the ingredients, the old way uses salt water and the culturing proces creates vinegar inside the jar along with probiotics). Or sour kraut that has live cultures.
