I did the little clips at first, if they fell off (or were taken off, he he) I would just put them back on right away. After a week or so the yorkies pretty much get used to them. I use clips until the hair gets longer, then bands with a clip in front to hold the little pieces in place then just bands when the hair is longer. I get the bands at the dog shows or several websites sell them.
I like the
the color coordinated canine ones. They seems crazy expensive at first but the bands last forever (over a year) and are great quality and don't dry out and break. Also invest in hairband scissors to cut the bands out to prevent hair breakage from pulling out the bands. Before you know it you will have a top knot!