You may want to read these threads first. Lots of good info.
http://www.yorkietalk.com/forums/yor...ead-first.html http://www.yorkietalk.com/forums/yor...ease-read.html http://www.yorkietalk.com/forums/yor...ead-first.html
As for no yorkies in shelters, many rescues can have names listed at shelters and if a dog comes in that is a particular breed, they may call the rescue to pick up the dog rather than using shelter funds to care for it. That is exactly how I came to foster my current one. Other than that, if not, yorkies go really fast at shelters.
No problem with buying one, just make sure you do real research, not just looking at pics and such. Know that yorkie puppies really do benefit from staying with momma until at least 12 weeks of age (lots of socializing skills learned at this age), don't buy from anyone who will sell to the first person with the cash. Be prepared to be interviewed quite extensively from a good breeder. Good luck!