I have heard bad things about VPI. Though I haven't experienced anything myself (it's not offered in Canada). Petplan seemed to be the best one in the states... check out the link that was posted for reviews...
and please remember to read the fine print! Most pet insurance won't cover anything that a breed is prone to... so some won't cover Yorkie knees or even liver shunt
Also, make sure your Yorkie is REALLY healthy when you get it. Pet insurance won't cover any symptoms that are present before you buy the insurance.
So if your dog had a cough and it's on his file, then gets pneumonia a year later, it might not be covered. They could say it was a pre-existing symptom.
Personally I recommend self-insuring by putting away a certain amount every month like you would with pet insurance. Then EVERYTHING is covered, and the only limitations are how much money is in your 'insurance account' at the time you need it. JMO though, insurance has worked really well for some people.