Seconding this. It also tastes somewhat different, which is a matter of preference admittedly. I personally love the typical flavor of oil from Kalamata olives, which makes up a large part of the Greek-labeled production (i.e. bottled as Greek olive oil, rather than exported for blending).
Greek marketing and distribution has been poor, however, and very slowly improving. The traditional place to buy it in the U.S. has been in 5-liter tins at Mediterranean grocery stores catering to immigrants (depending on the region, these might be "Greek", "Lebanese", "Turkish", or "Arab" supermarkets). These are a great deal, especially if you cook with it, but off the radar of most regular shoppers. Lately I have been seeing it in smaller bottles in normal grocery stores more often. Trader Joe's now has a house brand of 100% Greek Kalamata olive oil, which they buy in bulk and bottle, and is very good for the price.
This is one thing the Italians got way out front of the Greeks on. Both Italians and Greeks at home will not typically buy small glass bottles of olive oil; the 5-L tin is the typical container. Partly that's because it's used in cooking, not just to sprinkle on salads or pasta. Especially in Greece and southern Italy, it's the main cooking fat, since butter, lard, canola oil, sunflower-seed oil, etc. are not widely used. But Italians realized that selling smaller bottles to the boutique export market was a good business, while Greeks only realized later that there was this market for premium-priced oil in a 500-mL bottle, aimed at people who use it for smaller-volume things (i.e. not for cooking imam baildi or French fries).
It does last a long time, though, so if you want a good deal, find your local Mediterranean market and pick up a tin, then transfer portions to a more convenient bottle with a funnel. Kept in a cool, dark place, you should get several years of shelf life.
edit: Everywhere I said 5-L above, substitute 3-L. Misremembered the size. The tins are rectangular and look like this: http://www.thegoodfoodnetwork.com/shop/images/26713/Iliada-p...
