It is more of a "yogurt cheese" as it is really strained yogurt, where most of the water has been drained, resulting in a thick yogurt. It is the consistency of sour cream or mayonnaise, but can be made thick enough to slice with a knife.
Stonyfield Farms produces this version - called Oikos.
Yoplait also has a version.Chobani is easily found locally and makes different flavors. It is also the most economical of those around.
Fage is the top dog of packaged Greek yogurt. It also comes in flavors and individual serving sizes.
I have been eating Greek yogurt for a few years as I like the fat free plain yogurt that is really thick. I eat it in the mornings with some fruit and granola.
This week, Mark Bittman, The Minimalist has a column in the New York Times on making your own Greek yogurt! And it is simple.
Simply line a bowl with either layers of cheesecloth or a flour sack and place the yogurt into the sac. Allow the yogurt to drain into a bowl. The liquid will drain from the sac and you will be left with a thick "Greek yogurt". Allowing it to drain for longer periods of time will produce a thicker yogurt.