I had bought a collar for Lexi before I got her...and then I found YT! I learned from my reading here that collars are not the best for Yorkies. As they are small, and collars could damage their tracheas, harnesses are better. I also found that dogs can slip out of collars, but are less likely to get out of a well-fitting harness.
I love the harnesses (and matching leashes) I got from chattiesmom here at YT!