Well, what do you mean by "better"? Obviously, the direct train is the easiest and least risky option in terms of connections. Even to get as far as Edinburgh leaves you with plenty of options to get over to Glasgow.
In terms of fares, again it depends what you're looking for. If you want a day return, then I'm pretty sure you'd be more likely to get one by going via Preston and splitting en route: York-Preston and Preston-Glasgow day returns are both available, and would probably be your best bet via the WCML. However, unless you're getting an Advance ticket, the fares up the East Coast can be quite expensive (there are no CDRs, for example).
A bit more info would really be useful! I can't really give specifics just now I'm afraid, as the idiots over in Vermin Media have decided that a 20MB Broadband shouldn't be able to cope with the East Coast website...
There are still some good Advance fares on the 06:37 departure from York (£18.25 SC, £33.10 FC when booked on the EC website), which is the only direct train that will get you into Glasgow before 11:30 (a10:30). You can also go on the 07:37 departure, which requires a change at Edinburgh, but gets you into Queen Street at 11:19. Again, some reasonable Advance fares still available (£29.80 SC, £39.15 FC on the EC website). I reckon that's your best option if you can commit to certain services.
Travelling via Preston, there are quite a few options available for an early arrival. The latest departure to fit your needs is 06:13, arriving at 11:16 in Central, changing at Preston. Unfortunately, I can't find split tickets for this particular service. However you can get it for £60.90
day return if you are able to arrive in Glasgow at 12:01 (£27.90 Anytime Return York-Preston via Burnley + £33 CDR Preston-Glasgow = £60.90). I don't think it's worthwhile splitting if you're not coming back on the same day.
EDIT: Having looked at "Mcr Warrior"'s post below, you could also use the Advance tickets, which I didn't realise were available via Preston
Or course, the SVR York-Glasgow at £82.20 is valid via Preston, so if you're not returning on the same day that's probably your best bet.