I can really identify with your post! I currently have a twelve year old Maltese and next time (which I hope isn't for a long time!) I want to get both a Yorkie and a Maltese.
My Lady has tons of health issues, too, but so do Yorkies unfortunately. Sadly, Yorkies have a much higher risk of liver disease than Maltese. In a study done by Dr. Tobias (Angelfund) at the University of Tennessee, she found that
Yorkshire terriers have almost a 36 times greater risk of developing shunts than all other breeds combined. That's a pretty shocking statistic.
http://www.vet.utk.edu/clinical/sacs/shunt/faq.shtml
They key is to find a really good breeder who carefully screens for liver and other diseases common to the breed. I haven't heard anyone here on YT mention it, but on Spoiled Maltese, educated puppy buyers are insisting that a bile acids test be done before bring a puppy home. (Maltese have an 8% risk of liver disease). Dr. Center from Cornell recommends that the first bile acids test be done at 16 weeks and many people are having their breeder keep the puppy those extra four weeks just to be safe.
Here's a great site where you can search for inherited problems by breed:
http://www.vetsci.usyd.edu.au/lida/index.php?Pg=2