I think it's mainly what works best for your dog individually -- there's no breed specific thing, IMO.
I think Blue Buffalo is a nice food and many Yorkies have done well on it. They have a lot of different formulas to offer which is nice.
As far as Petsmart/Petco goes, my favorites would be Castor & Pollux (they have Ultramix line and Organix line), Natural Balance, Blue Buffalo, Holistic Select, Innova. Some smaller "high end" pet stores will sell things like Orijen and Acana, Fromm, Nature's Variety, etc.
But really, dog food can be a really complicated thing, so many different options, opinions, and so much to research. Finding out where the food is produced and manufactured, what feeding trials and tests are performed, etc, etc, etc, and it's all about what you feel the most comfortable with. Each dog is different and will respond to foods differently.
I will say, as a pup, I wouldn't do too much switching around. I'd try to stick to one thing (so long as she's not having explosive poo, of course) and wait it out, get her stomach used to it.