From one soft coated yorkie momma to another, I highly recommend Yorkie Splash and Shine. Its absolutely fabulous, and his coat and skin have never felt better. However, with a soft coat (commonly called cottony) there is nothing you can add or do that will give the coat shine and luster. The soft coat is velvety, and cuddle-rific because it is so soft and fluffy, but it is naturally dull and has little to no shine. It's just how the soft coat is.
Didn't see you're not into online shopping. Umm... I've used Nootie from Petco in a pinch. (To be read, i ran out of YSS and forgot to reorder)
It cleans them up well and makes them smell yummy. But it doesn't provide much to the coat. But that's just the coat itself.