There are lots of sites where you can find blog posts, etc. about this, but I thought I'd document how I managed to do it in Korea. Yogurt only requires milk and bacteria, which can be easily borrowed from a package of existing yogurt. I taste-tested 5-6 different kinds of plain yogurt, organic and not organic.
WINNER: Denmark Plain Yogurt
It doesn't have a sweet taste from additional sugar that all the other yogurts had, and it has a nice, thick texture which I was hoping would transfer to my own batch of yogurt. It's also possible to use a yogurt starter to make your own yogurt, but I have no idea where one would get a hold of that in Korea. And why would you want to go search out something as obscure and difficult to find as yogurt starter when you can go to your local market and just buy some yogurt as starter?
