I have a Maltese and I love him to bits and pieces. He's very high maintenance though and very clingy. Having a white dog requires some special grooming. I'm lucky because Tuffy doesn't really have any tear staining around his eyes, but many many Maltese do get red stains around their eyes and beards. They also are a chore to groom. I keep Tuffy in a short cut but he still mats quite a bit. Tuffy is a little on the high strung side.. he always is running and doing something. Maltese also can also have health issues that are specific to the breed like White Shaker's Syndrome as well as the issues that plague a lot of small dogs like luxating patella, liver shunt & collapsing trachea. Maltese are also very delicate. It's easy to take for granted how delicate their little bones are because they can be rough and tumble, but something like jumping down off a bed and landing wrong can cause a lot of serious damage. If you want more info about Maltese visit Spoiled Maltese, they have a great forum.
http://www.spoiledmaltese.com/forum/ As with any dog, who you get your dog from is very important. My Malt came from a backyard breeder and he's almost 8 pounds and very long and skinny. With a backyard breeder you never really know what you are going to get. I can't tell you what it's like to have a Yorkie because I don't have mine yet but you've come to the right place to learn about them.
I decided on a Yorkie for my second dog because their personalties are so wonderful. I wanted a dog that would mesh well with my Tuffy and the Yorkie fit the bill better than a 2nd Maltese. Good luck on your search.
Here's a picture of my Tuffy.