This website has a lot of good, simple information about how to make it. http://www.seedsofhealth.co.uk/fermenting/kefir_howto.shtml
As for comparing it to yogurt, any homemade probiotic food will be more beneficial than any commercial version. I think making kefir is easier than making yogurt (which requires a constant high temperature for 24 hours, I’ve read), which makes it a straight-forward decision for me, at least.
The beneficial acids produced by the kefir “grains” keep the pH of the milk low enough that it won’t spoil.
I got my kefir grains from a friend who had extra. You can check around on your local Craigslist (since they reproduce, people who make it all the time often give away their extras), or I believe some people here on the forum have ordered them through the Body Ecology kefir kit, amazon.com, and a few other websites.