Well, Yoda got fixed, and he still marks and pees all over (not in the house, I mean outside). He still humps his stuffed cat and dog as well (probably once every two days or so). We don't mind it at all, as he's never humped anyone's leg!
If you do decide to neuter him, make sure the vet you go to has EXPERIENCE with little Yorkies and other small dogs, because too much anesthesia can be FATAL. Yoda was put under for a little bit, and he was groggy that day and the next, but he was soon fine afterwards.
If you don't decide to neuter him, I think you can just keep on potty training him, I don't see why you should stop. They're really smart creatures, you can train them to do anything!