Both yokes and sticks are common in fixed wing aircrafts, with yokes on mainly passenger-carrying aircrafts and sticks mainly on gliders, aerobatic aircrafts and fighter jets.
However I have never seen a helicopter with a yoke-style flight control. Why?
Well first off, a helicopter doesn't have either a yoke or a stick; it has a cyclic.
Second, the original use for a yoke or a stick was to provide a pilot with a mechanical advantage in actuating the airplane's control surfaces against the force of the relative wind. Helicopters never needed this as the cyclic actuated the swash plate on the rotor mast, changing the pitch of the rotor blades as they passed over.
Third, helicopters demand a little more 'hands on' attention when flying them as opposed to airplanes. The helicopter pilot is required, particularly in hovering, to make constant adjustments to the cyclic, collective, throttle (if not equipped with a governor) and anti-torque pedals. Therefore a yoke style cyclic is not useful to a helicopter pilot.
A cyclic does not necessarily need to take the form of a traditional joystick as in the example from an MD900 (Top) and an R22 (bottom).
Adding to Carlo's answer, a study titled 'The Human Factor in the Design of Stick and Rudder Controls for Aircraft', showed that:
... the precision of movement of the hand and fingers decreases as an unsupported arm is extended.
As helicopters need more precise and constant inputs than fixed-wing aircraft, having your arm rest on your thigh is better in terms of comfort and precision.
