I've already explained a few things about making your own yogurt and I hope more and more people will attempt it because it incredibly easy and worth the small effort and hours of waiting, because waiting is not that painful. However, I wanted to take a moment to offer a few things I've learned about yogurt making, specific to South Korea.
First of all, my favorite way to prepare yogurt now is to use a stone pot (often used for dol-sot bibimbap, kimchi-chigae, etc.) I find these everywhere including the little markets near our home, I'm fairly certain I paid about 12,000 won for mine, so it's worth the investment and can safely be used on the stovetop. From there I just heat a full pot of milk to 110*F (43*C), you can get thermometers here from BakingSchool.co.kr or here from BeerSchool.co.kr
As for milk, I've had the best luck with Seoul Milk in the plastic container - I prefer higher fat content, but that's just preference. And, as for yogurt, I try to choose one that seems to be fresh and plain and have had decent luck, I recently used Yoplait and now just use my own yogurt to start the next batch, but Denmark Yogurt would also work out well.
Once you've heated the milk and added the yogurt to the stonept, simply remove the pot from the stovetop and wrap in a blanket (no need for heating pads or crockpots) and let it set 5-8 hours until it's set and the consistency you desire. No hassle, really. I bought a large glass jar from a Daiso for about 2,000 Won and happily fill it every week or so with fresh, plain, home-made yogurt!