In most cases Google indexes quicker than Yahoo but not in every single instance. It does seem to depend what content your site features, if Yahoo feels you fill a gap in their requirements they'll pick you up almost instantly and keyword list you at the same time. I've seen this happen a couple of times with Yahoo. They can definitely be quicker than Google when they want to be.
Cant say, from my past experiences Google was quicker than Yahoo. But than again, it depends on each individual site. Some people have said they are indexed by Yahoo first and not google.
Depends on many factors. You can get indexed by Yahoo first, in case you gain a link from a site they "favour". But overall the best performance regarding speed is Google.
Yahoo will add a brand new site to their index quicker than Google but once Google has added your site to their index, they will index your new pages quicker.