My favorite Yorkie name is Gizmo, but as others have said you might want to wait a bit and the dog will kinda pick his own name. If we had waited Ruger would be called The Flying Dog (he likes to jump from thing to thing).
If your pup is going to be really small I also like the name Speck, instead of Spot. Get it?
You can also do a search on the Net for dog names. Something will hit you.
And here's another tip, I think. I was told to always give a dog a two syllable name, since most commands are one syllable. I have no idea if there is any science or truth to this, but it sounded good to me.