My @me.com email address is really speedy. The sad thing is I don't use it, I like Google and my privately hosted email.Yahoo push fails a lot for me. It is a free service, after all... Make sure it doesn't have a customized setting in the advanced fetch settings. Settings -> Mail -> Fetch New Data -> Advanced -> Yahoo account should say Push. If it does not, tap it here and then set it to Push.
Or try deleting the account from the phone and adding it again.
Beyond that, I'd suggest turning on Fetch and setting it to 15 minutes, or moving to a higher class of email if time is of the essense.
I usually have pretty good luck with push from my @me.com email address.