Pretty much this. Yuri goes a bit further than shoujo-ai. Shoujo-ai is your typical romance except between girls. Yuri is the same, except I'd say it's more explicit. It can range from a more risque shoujo-ai, all the way to hentai. I generally prefer shoujo-ai or shoujo-ai with some yuri elements. I'm not really a fan of yuri hentai since it's basically just sex with no plot and the character interactions usually suck. Plus, I'm not really looking for a bunch of sex when I watch GL anime anyways.