tl;dr: Best practice-wise, according to the PyTest documentation (and also how I do it in all my pytest implementation as well...), is to use the yield fixture. Referred in the docs here, and SO as well.

PyTest recommendation

Reference: https://docs.pytest.org/en/latest/how-to/fixtures.html#teardown-cleanup-aka-fixture-finalization

You use the fixtures for reusability. Although what pl3b said is the better choice, by using the conftest.py, for usage in other test modules, I am showing below, the snippet if you're to try it out in only one module.

There's also the advantage of this fixture, to use specific reusable functions for certain tests. In this example, test_2 and test_3 will use the add_space fixture, and test_1 doesn't.

# ./test_playground.py

import pytest
import inspect

@pytest.fixture(scope="session", autouse=True)
def print_beginning_of_session():
    print("I begin here")
    yield
    print("I end here")

@pytest.fixture(scope="function")
def add_space():
    print("--*--")
    yield
    print("--##--")

def test_no_1():
    print(f"this is {inspect.currentframe().f_code.co_name}")

def test_no_2(add_space):
    print(f"this is {inspect.currentframe().f_code.co_name}")

def test_no_3(add_space):
    print(f"this is {inspect.currentframe().f_code.co_name}")

XUnit-Style

Reference: https://docs.pytest.org/en/stable/how-to/xunit_setup.html

The disadvantage that I see in my example here, in comparison to the fixture-stype above, is that I can't customize the setup_function to only run for test_2 and test_3. There is a way, by splitting it up in test classes, tbf, but it does get a slightly bit more complicated while writing.

# ./test_playground.py

import inspect

# There isn't a setup_session() as far as I understand, so we use module here instead, for a "one-time" start.

def setup_module():
    print("I begin here")

def teardown_module():
    print("I end here")

def setup_function():
    print("--***--")

def teardown_function():
    print("--###--")

def test_no_1():
    print(f"this is {inspect.currentframe().f_code.co_name}")

def test_no_2():
    print(f"this is {inspect.currentframe().f_code.co_name}")

def test_no_3():
    print(f"this is {inspect.currentframe().f_code.co_name}")

Output of both styles

FYI: Please forgive the output, it's not really readable for debugging, but it does show where things are. I used the arguments ['-s', '-vv']

============================= test session starts =============================
test_playground.py::test_no_1 I begin here
this is test_no_1
PASSED
test_playground.py::test_no_2 --*--
this is test_no_2
PASSED--##--

test_playground.py::test_no_3 --*--
this is test_no_3
PASSED--##--
I end here