Personally...I think it all depends on what you're trying to train them to do. Ride a bike, mow the lawn, roller blade...those things are all pretty high on the skill level ladder and could be tough for them to accomplish
However, if you just want a nice little Yorkie that is house trained, comes when called and knows a few tricks...well, you shouldn't have too much trouble at all.
Good luck!
P.S. I can joke now but my girls will start puppy school in January and I could be in trouble!