I have Yorkies that range in weight from 4.8-23(ish) lbs. and also a 9lb. Pekingese. We have never had a problem with the size difference. I truly think that dogs need another animal to bond with....unless someone has one that really just doesn't enjoy other animals. My guys run and play with each other and then, when all tuckered out, they still want their snuggles from mommy and daddy.
I don't think you have anything to worry about with that. You will be amazed at how much fun it is to have more than 1!! It is soooooo hilarious to watch them play and interact with their fur siblings. It might be an adjustment at first, but it's worth it!
Tammy