as far as i know there is no proof that males are smaller than females... however females do tend to be more expensive... size is all determined by genes. Because you have small children i'd recommend getting a yorkie no smaller than 5 lbs... they tend to be more sturdy
we have a female because we didn't want to deal with the markings.. but there will be TONS on here who will tell you how great males are
good luck in your search!