Beware of the low- or no-fat artifically sweetened frozen yogurts though. I read a nutrition article years ago that found that people who eat that style actually gain more weight than people who eat "real" ice cream, because they eat more to feel as good. But - that's less an issue of the yogurt being frozen as it is that it was junk to begin with.
You can take those tubes of Stoneyfield yogurt and keep them in the freezer and you'd get the health benefits. Tasty and easy. Frozen yogurt, the kind that's sold next to ice cream, doesn't have the same nutrition. But, you can always just throw on a lot of fruit, if it's just an occasional indulgence.;-)
Yogurt is an excellent source of protein. It is also much easier for most people to digest than non-cultured milk products (something about the process of culturing creating lactase). Commercially manufactured frozen yogurt frequently doesn't have live active cultures in it because frozen yogurt base is heated to kill bad bacteria in the manufacture process, which also kills the good active cultures. So all of the health benefits from yougut with cultures are lost in most commercial product. They are also frequently packed with sugar--not so good for dinner.
If you make the frozen yogurt at home with a good quality yogurt with lots of live active cultures (Stonyfield is good), the cultures become dormant when frozen but will become active again when warmed up (in your tummy). If you make your own you can also control sugar content.
So in the grand scheme, it would seem that home made frozen yogurt is not a bad choice for an occasional dinner option.