Whole Milk Yogurt
This recipe is adapted from http://www.makeyourownyogurt.com/, with additions from other places on the web and personal experience.
You can use reduced-fat milk, but the consistency will change. You can add evaporated milk to make it thicker.
If you don't keep the milk at 185 F for 30 minutes, the consistency will be runny.
If you add the yogurt while the milk is hot, it will kill the bacteria, and potentially ruin the yogurt (if you do this on accident, you can wait until it is the proper temperature, then add more yogurt).
You want the pot to heat evenly, so you can use a double-boiler technique, or a heavy pot (e.g. a cast-iron one, preferably enameled).
If you don't have a thermometer, the milk is the right temperature when it begins to froth (but don't let it boil).
I used a cast-iron pot in an oven with the light on. You can also heat the oven briefly with a pizza stone to collect some heat, then let it sit a little bit (so it's not too hot) before putting in the pot.
You can create Greek yogurt or cheese by extracting the whey with a cheese-cloth. Simply line a strainer with cheese cloth, fill it with the yogurt, then let it sit for 2-10 hours (the longer the thicker).