I use any ordinary yoghurt in my icecream machine and it all works well. I have never used a set yoghurt so I don't know how that would work. I normally use the large pots of flavoured yoghurt and I sometimes add some honey as it doesn't taste as sweet once frozen.
Commercially frozen yog is made to a special recipe. Freezing it yourself means it will have an impaired texture when eating. That said, go for as high a fat-content as possible.