This page has some great info on yogurt vs. milk for babies, as well as when to start it for allergy prone babes:
Dairy for Baby FAQ
It states: "Why can I give my baby yogurt and cheeses but not whole cow’s milk?
Lactose is already broken down with the culturing of the yogurt or cheese and milk proteins are either removed or limited thus it is typically easier to digest; people with lactose intolerance often are be able to handle cheese and/or yogurt without trouble. The same is true for some people with a milk protein (either to the casein or the whey) allergy."