I have with dogs other than Yorkies in the past. I also go to the yearly vaccination clinic put on by my vet each spring.
The only thing with these is that you don't get the exam.

With Yorkies, I'm thinking that is pretty important cause so many things can go wrong. I'm still debating here.... I know Kaya has had reactions in the past, so I would want her to get hers at the vet's office. I'm beginning to think nothing could ever hurt Tinka the Tank....so I may go with my vet's yearly clinc for her.
This probably wasn't much help, just wanted to let you know what I do!