This is a really good chart that shows you the difference between reputable breeders and backyard breeders.
http://www.geocities.com/Petsburgh/Fair/1901/chart.html
The reason why showing is so important is that it proves that you are dealing with a breeder who knows the Yorkie standard and is breeding to it. That is the only way you can be sure to get a Yorkie who looks and acts like a Yorkie is supposed to. Puppies from show breeders come from long, proven lines and those puppies have a much better chance of being genetically sound and healthy.