Yao graphs are geometric spanners that connect each point of a given point set to its nearest neighbor in each of $k$ cones drawn around it. Yao graphs were introduced to construct minimum spanning trees in $d$ dimensional spaces. Moreover, they are used for instance in topology control in wireless networks. An optimal \Onlogn time algorithm to construct Yao graphs for given point set has been proposed in the literature but -- to the best of our knowledge -- never been implemented. Instead, algorithms with a quadratic complexity are used in popular packages to construct these graphs. In this paper we present the first implementation of the optimal Yao graph algorithm. We develop and tune the data structures required to achieve the O(n log n) bound and detail algorithmic adaptions necessary to take the original algorithm from theory to practice. We propose a priority queue data structure that separates static and dynamic events and might be of independent interest for other sweepline algorithms. Additionally, we propose a new Yao graph algorithm based on a uniform grid data structure that performs well for medium-sized inputs. We evaluate our implementations on a wide variety synthetic and real-world datasets and show that our implementation outperforms current publicly available implementations by at least an order of magnitude.