Yogurt is good for you because of the probiotics and calcium, but of course most is loaded with sugar. The greek yogurt not only has much less sugar than regular yogurt, but at least twice the protein. For me its not about the caloric density, but where those calories come from. I'll take calories from protein over empty calories from sugar any day, plus I still get the calcium and probiotics.
If you want some ideas other than just adding it to your pwo shake, I generally have greek yogurt with strawberries, blueberries and walnuts for breakfast. The fat free Fage is more like sour cream than a regular yogurt, and I've used it on potatoes, to make dips, and spreads for sandwiches to use instead of mayo. I also used it once to make a creamy Italian dressing--that one didn't turn out so well, a little too thick. Experiment with your favorite recipes and see what works.