I bought this DVD, and I really like it. I studied it and took notes before I attempted any grooming, just like you said you wanted to do.
In the first segment, she goes through all of the tools you will need, discussing the pros and cons of each, what to buy and what NOT to buy.
Then she does three or four completely different styles. She is detailed enough that you can pick the parts you like from each style and know how to get the look that you want. (Like using the style of the head from one cut, but the body of another, etc).
I especially liked that some of the Yorkies she used were difficult. For instance, when demonstrating how to clip the nails, she used a Yorkie that fought and squirmed the entire time. You may have a pup that lets you do any and everything to them without a fuss, or you may have a difficult, whining wiggle worm, so it is helpful to see how she manages that situation.
YORKIE DOG grooming instructional video DVD 3rd. Ed. - eBay (item 250725043681 end time Dec-10-10 15:05:47 PST)
This DVD was recommended by someone else here at YT. Someone else has mentioned that the groomer that is selling the video is a YT'er, but I don't know if that is truly the case.