A powerful and intelligent Goa'uld, Yu was a leader among the System Lords, and was the oldest Goa'uld to currently hold that rank. Along with fellow System Lords Cronus and Nirrti, Yu represented the Goa'uld at an Asgard-mediated peace summit on Earth. Yu was the group's key spokesman, and eventually supported the non-aggression treaty when it was discovered that Nirrti had attempted to kill Cronus and sabotage the negotiations. It certainly helped that Yu's own interests did not lie in our part of the galaxy.
When the System Lords met in a summit of their own to discuss a mysterious new threat to them all, Yu attended with who he believed to be his personal slave, Jarren. (It was, in fact, Daniel Jackson in disguise.) Yu was outraged to learn that the threat was none other than Anubis, his old enemy whom he believed to have been killed a thousand years ago. The other System Lords voted to reinstate Anubis as a System Lord; Yu was the only dissenting vote.
After surviving an attack by Osiris, Yu began a battle campaign against Anubis. Despite the latter's superior technology, Yu's forces managed to hold their own. He eventually convinced the other System Lords to oppose Anubis, and led their combined forces into a battle over the planet Abydos -- where Anubis used his advanced new weapon to annihilate their fleet.
When SG-1 offered Yu a chance to destroy Anubis once and for all, he inexplicably betrayed them and withdrew his forces from the battle. His First Prime expressed to Teal'c his concern over Yu's failing health. The sarcophagus no longer sustained the very old Goa'uld as it once did, and Yu had begun to exhibit poor memory and judgment.
Yu's fight against Anubis did not go well, especially once the System Lord Baal joined his forces with Anubis against him and the other System Lords. During a meeting between Yu and one of Baal's underlings, to discuss the terms of Yu's possible surrender, a captured Samantha Carter is brought into the discussion. However, it turns out to be the Replicator Carter, who is beginning her own move for galactic supremacy. She changes her hand into a sword and runs Yu through with it, killing him.
Historically on Earth, Yu likely did not impersonate a god per se, but may have been one of China's earliest emperors. He also founded the first dynasty. Legend says that Yu sprang forth into the world from a dragon's body, and possessed great mythic powers.
Yu was also known as Yu-huang Shang Ti, and Yu the Great.
Fair Game - Along with Cronus and Nirrti, Yu represents the System Lords at the S.G.C. in negotiations to add Earth to the Asgard Protected Planets Treaty.
Summit - Yu attends the System Lords' summit, with Daniel Jackson secretly acting as his closest servant.
Last Stand - Yu attends the System Lords' summit, voting against Anubis's return to their ranks. Osiris stabs him, believing he has attempted to kidnap her.
The Warrior - Yu foils the attempt of a Jaffa team (including Teal'c) to kill him, telling Teal'c that his leader, Kytano, has been deceiving them.
Full Circle - Having rallied the System Lords against Anubis, Yu leads their fleet into a losing battle against his newly-armed mothership.
Fallen - His health and mind failing, Yu agrees to participate in Earth's plan to take out Anubis. But he recalls his forces before they arrive, leaving the S.G.C. on its own -- and Teal'c in his custody.
It's Good To Be King - Tok'ra intelligence reports that Yu and Amaterasu are rallying their armies for a final stand against Baal.
Reckoning, Part 1 - Yu meets his end at the hands of Replicator Carter.
Stargate: Continuum - After Baal changes history, Yu and the other System Lords are subject to his great power.