Yea, I've heard too that the latex bands are the best. You can get them from an orthodontist. I haven't had a chance to try them. I've been using the small colored rubber bands. They stretch out after a few uses, but hold really well. When I take them out at the end of the day I sometimes lose a small amount of hair - depends on how much of a rush I'm in.
On top of the band I put one of those little claw clippies - they're SOOO cute! On Pepper, because he has more hair than Josie (she's only 5 months old), we use small scrunchie-like bands. They work REALLY good and never take any hair. Of course they probably don't hold quite like the latex ones would, but the colors look really cute and we never have to worry about broken or pulled out hair. Don't you just love to comb your Yorkie???? I think they're the dolliest little things with their hair all done up!
Smiles, Allison