Fat-free, plain Greek and regular yogurts are actually pretty good.

"A meta-analysis of prospective epidemiologic studies showed that there is no significant evidence for concluding that dietary saturated fat is associated with an increased risk of [coronary heart disease] or [cardiovascular disease]." http://ajcn.nutrition.org/content/early/2010/01/13/ajcn.2009...

Disregarding your specific mention of saturated fat, grams of fat produce more calories than grams of sugar, so the Fage has 190 and the Dannon has 160. At that point (100+ yogurt cups to make a 1lb difference), it really comes down to the individual deciding/recognizing their body's own reaction to each macro-nutrients and fitting the right version in to their diet.

Saturated fat isn't bad for you.

Yes.