There are so many foods out there and it really is personal preference.
But on the topic of treats I will say, that you want something small...
I like Yorkie Yummies:
FoxyPups - Yorkie Yummies - Yorkie treats
Treats from Here:
wwwwebstartscomFurBabiesPetPlace especially the banana, sweet potato, and pumpkin drops.
I also like Zukes which you can find at Petco.