I am thoroughly confused by the suggestion to shave your pits, haha. Do people think that hair is like a blanket for your armpits, causing them to sweat more? I don't think it works that way.
I used to have issues with this, I transitioned over to deodorant rather than antiperspirant. It took a couple weeks for my body to transition to not having "cake" slathered on my pits, but once it did it helped a lot. The yellowing usually comes from the chemicals in the AP, not your sweat.
Also, losing a few pounds and excercising regularly has helped me a ton with sweating.