very yellow pee usually means dehydrated, but like Shadow said, can be due to vitamins. Esp the B vits - they can really turn your pee crazy colors - neon yellow!
So yellow pee all day usually isn't a GREAT thing, since it can be dehydration (or less than optimal hydration).
I take my vitamins in the evening, so every morning my pee was BRIGHT yellow - mostly due to the excess vitamins. Now that I am PG, doesn't happen. I am drinking more yes, but also my vitamins are being used more by my body. Interesting.