Research, research, research! Google both breeds and click on all links you can find and read until you can't see any more! Otherwise, you may be disappointed with what you get. A dog is no small decision in life, since a toy breed can easily live for 15-17 years or even longer. Yes, the other poster was right about the individual dogs varying, even within a breed. Sometimes drastically. I've seen many chis that were absolute lovers, and others that were shivering, wimpy, nervous wrecks. The same with yorkies. Pugs are much more apt to be outgoing and with a stable, friendly temperament. Shih tzus are absolutely wonderful, but require much grooming (as do yorkies, for that matter). My favorite dog I ever had (and I've had quite a few, since I'm now 49) was my little Shih Tzu. What a charmer she was - never met a stranger, and never had a "down" day in her life - even when she finally had to be put down from a severe heart murmur when she was 13. She was courageous and positive even to the very end. I learned a lot about life from that 7 lb. dog. But I did have to groom her almost daily, or keep her hair very short (about an inch to two inches long). It was a huge undertaking, and not to be taken lightly. Good luck with your decision!
Randi