I am at a loss of what to do. I am getting my furbaby soon (

) and I am strongly considering getting him microchipped during the first vet visit. It seems that most do not chip their babies until they get their neuter/spay at about 6 months.
Even though it's a big needle, many say it doesn't hurt the dog. I even check out some Youtube videos and it doesn't seem to hurt the dog, but what do I know?
I don't plan on losing my baby, but who ever really does? I live in suburbia, but as soon as he gets his shots, we are going to be out and about. I just want to protect him and give him the best chance of reuniting if anything ever happens. Especially since Yorkies are one of the top stolen dogs.
Do you all think it's a good idea to chip him right away or wait until the neuter? Does it hurt them?