My Yorkies have never bit me. Prissy is VERY playful so when we are just playing around, she will put her mouth around my arm or hand but she never bites down with her teeth. I even notice that when she wrestles around with my other Yorkie, Peanut, that if she has her mouth around one of his legs that she never bites down.
Prissy is very protective though and if my husband is just playing around and he hits me on the arm or leg or something, Prissy will start barking, growling, pounce on him and snap at him and just barely graze her teeth over his hand. Almost like a warning like "Don't make me hurt you". :-)