Shaking it up before you open it is great for some kinds, but I'm a HUGE fan of the Brown Cow "Cream on the Top" yogurt, and if you shake it up, you'll mix that creamy goodness into the yogurt(some would argue that's the point. Those people are wrong! You'll want a bite or two of that delicious delicious cream before mixing it all together).
For example, you're eating Brown Cow's Cherry Vanilla. You're going to open that container and treat yourself to HALF of that vanilla-infused cream, skimmed off the top and into your mouth. Yum! Then you'll use your spoon to delicately stir the cream into the yogurt and to help bring the fruit from the bottom up to the top. I like the "plunge the spoon straight up and down" method to get some of the mixing started, then maybe take a bite (to provide room for more vigorous stirring), and then stir as you would stir anything that needs stirring. *smile*
But if you've got a regular yogurt, shake away (just make sure to hold onto the lid/support the foil)