So I'm one of the only people whose yorkies doesn't sleep with them?!
I have good reasons though. My husband would never go for it, my bed is huge and you need a step stool to get on it, Brutus isn't allowed upstairs (yet), and the biggest reason is my cat sleeps with me. My cat and him are getting along but Brutus won't leave him alone and wants to play with him. The cat wants nothing to do with him most of the time so his getaway is the 2nd floor.
I don't even give him the run of the first floor when we go to bed since he's still very mischevious. He sleeps in the laundry room but I don't close the door I have a baby gate so he can see out and he has his bed, blanket and all his toys. I feel better knowing he's safe.