Greek yogurt is not the newest food on the market but it is still gaining ground in popularity. However, not all Greek yogurt provides the same value. Yes, Greek yogurt in general provides more protein and less sugar than traditional yogurt but some brands have just jumped on the band wagon.
For all foods you want to make sure you check the ingredients (listed below the nutrition facts label) to make sure that the product contains all whole foods. If you are reading the ingredients and find there are words that you cannot pronounce or see preservatives or dyes you want to consume those types of foods less often.
For Greek yogurts specifically, try to include the brands that contain 16-22 grams of protein and less than about 12 grams of sugar. The sugar that is in dairy products is lactose but there could be added sugar and that is what drives the grams of sugar up.