sounds like a pain, but it's really effortless. Just take a fine mesh strainer and line with cheesecloth or paper towels, set it over a bowl, and spoon the yogurt into the strainer. Cover the whole thing with plastic wrap and place in the fridge for a couple hours or overnight. The liquid will drain into the bowl, and the yogurt will scrape right off the paper towels very easily - it's not even messy.
I love using it as "cream cheese" in desserts - check the old Valentine's day brownie recipe here web page
Works great for tiramisu too, which I make with angel food cake.