For this recipe, it's important to use full fat coconut milk – the light kind just won't work. Look for a brand without any added ingredients or stabilizers (guar gum is ok), since you'll need the coconut cream to separate from the water. I've had the best luck with Thai Kitchen, although Goya also works.
I had a lot of trouble calculating the nutrition information for this recipe – the program I use tripped up over the coconut milk. This definitely isn't low calorie or low fat though; it's on par with premium ice cream in that sense and is definitely a treat to enjoy in moderation.