Well, I'm not sure you're necessarily after a yoke... but yes, you were using a yoke in SE Asia.
North America and Caribbean rental tanks are almost universally yoke. SE Asia seems to be the same. Parts of Europe (Germany, France, Britain?) are mostly DIN. Other parts of Europe (Switzerland, Nordic?) are half-and-half. Destinations like the Red Sea are prepared to deal with both types of 1st stages.
So where are you most likely to be diving in the future? Or rather, what kind of tanks/valves are you likely to be using the most? Living here in Central Europe now, I've converted all our family's regulators to DIN.
If you're mostly going to be diving in SE Asia, then yoke might make more sense.
If Red Sea, then either type will do -- though if yoke, make sure that the dive operation knows that, and has adapter inserts available -- along with the compatible valves.
Like Vie mentioned, it's possible to get a DIN 1st stage, and then a yoke adapter. That's not the adapter insert I mentioned above; it's a threaded yoke that fits over a DIN fitting, adapting your DIN 1st stage to fit onto a yoke valve. Problem is, it moves the 1st stage closer to your head -- potential bonking problem.
Another option is to get a yoke 1st stage (they tend to be cheaper than DIN), and a separate DIN fitting (about $50 or so). That's what we did with all our four regulators. You can easily remove the yoke fitting and replace it with the DIN fitting as you need it; it completely converts your 1st stage from yoke to DIN when you need that. And you can then switch back again.
It's certainly possible to assemble your regulator yourself; but I'd advise having it done at a shop (who won't scream at you for mail ordering -- you'll have to pay for the work!)... they can make sure everything is adjusted... it isn't always, straight out of the box...
--Marek