The idea for trick training is to give your dog something they will jump a mountain for~so it just better be really good! Pebbles was always like this too and would not do any tricks for me UNTIL I got Doodlebug and started using CHEERIOS. Would have thought I was giving the best treat in the world! You can also use things like cheese and cut up lunch meat (turkey or chicken) for trick training which I have used too in the very beginning. The idea is to use tiny pieces (like tip of your finger nail tiny) when they do their trick otherwise they are going to get full quickly. Also, only trick train for a few minutes at a time in the beginning. You need to hold their attention AND make them want to work for your unbelievable treat that they are going to get for their trick. Whatever treat that you decide to try they should only get that treat when it is trick time. The idea is to eventually not have to treat for each trick so you shouldn't worry about giving the things that I mentioned above.
Someone else mentioned carrots which would be a good choice later on for a good treat but I wouldn't suggest using that in the beginning. What ever you use if your pup if food driven needs to have a really good smell to get their attention. Even a small piece of carrot will take time for them to eat and you really want their attention.
Alaskayorkie/Mike suggested toys and that is also a possibility since some are toy driven. He has some really great video of his little guys doing all sorts of tricks! I can say that when I see a new Alaskayorkie video it will draw a crowd at my house.