For the dry food I buy Super Nutra Nuggets, I've only seen them at Fred Meyer's (if you have one in your area). They are tiny bite sized perfect for the puppies mouth. For the wet food, I buy Chicken Soup for the Puppy Lovers Soul. They have no animal by-products and it's all natural. It smells like real food and you can see all the veggies in it. My pups didn't care for the dry food of the brand but they love the wet food so I get it every once in awhile for them. If you haven't gotten a puppy yet, I'd wait to see what the breeder you are getting your pup from feeds the puppy and buy that food and then if you wanna switch to a different brand then slowly add the new food with the one they are currently on and keep doing it til eventually the new food is all they are eating. That way you won't have any issues with upset stomachs and even worse diarrhea.
I am allergic to both dogs and cats. We have a mini schnauzer and I have 1 yorkie and 2 yorkie/maltese dogs and I've never had any allergy problems with any of my dogs, but I've heard some people that have allergies are still allergic to yorkies. I'd say the best thing is to meet with a breeder that have yorkies or whatever breed you are interested in and spend some time with the dogs and see how you are feeling afterwards. Are you sneezing? Eyes itching, etc? You won't really know til you hold and play with them and be around them (especially around their bedding) to know how if any your allergies will react.
Here's a link on people who suffer from allergies and what breed would work for them:
http://www.dogbreedinfo.com/allergy.htm This link also gives you info on each of the breeds, the standards, etc.
That is how we decided on our first dog which was our Mini Schnauzer.
As far as shampoo's go, I think it also depends on your pup. Some may have skin sensitivities (dandruff, oily, etc) but a non eye tearing puppy shampoo should be fine to start on your pup.
Just like you wouldn't go buy a car without doing research and stuff, take your time in getting the right pup for you. Don't just depend on what someone tells you. Go with what your heart/instinct tells you.
Hope that helps! Good luck!