You are going to get a ton of different answers on this one... because it is like our own hair (we are all different). I use Royal Treatment (can be found on HSN.com or Target.com). I love the smell because I am super sensitive about that. They smell like a oatmeal cookie for a week.
What you will find with Yorkies is there hair reacts a lot like ours... imagine not washing your hair for 3-4 days. I just brush mine a lot. That helps keep up a fresher look. Good luck