I think the most important thing to remember about boys, is that you will fall totally in love with them, and if they do things you think are gross, you'll probably also find them adorable, because they are your dog.
As has been mentioned, a boy and a girl are more likely to get along than two girls. Make sure you s/n them both at an early age.
My guy Thor never humps. If another dog tries to hump him, he just stands there and takes it until I shoo the other dog off. He does looooooooove to mark, but he does not mark in my home, and honestly, it is really cute when he does it outside (again, might be because he's my dog.
). He's so little, and he liiiiifts his leg as high as he possibly can, often at more than a 180 degree angle with the other one. It does look to me like he's trying to get his mark up high, but sadly for him, it's the difference between 2" off the ground, and 2.000001.
I do have to explicitly teach him not to mark in new places. He comes to work with me, and when we moved offices, he started marking there for a bit. As other people have mentioned, you can get a belly band for when you bring your dog to visit other people's homes, etc.
Remember that a lot of girls also hump, and some girls mark.
I started a thread about how Thor's Thorminator has been making regular appearances, but it's not common for him. I think for most male dogs, they may get a small erection when they are excited or anxious, but it's not a full-on sexual thang, and tends to subside pretty quickly. Usually if it's out for a long time, it means something is wrong.
Oh, okay, I'm going to be honest about the one big downside of male yorkies - not nearly as many cute clothes. Seriously, if I could change one thing, that would be it.