I love MSN. I use AIM the most. Trillian sucks.
I love MSN because of all the features. I remember once I was transferring a file, playing a game, and chatting with the same buddy at the same time. I also like the fact that you can change your nickname to anything you want it to be, much like ICQ.
I use AIM the most because... well, everyone uses AIM. I use it with DeadAIM, so the added functionality (tabbed IM windows, no ads, etc.) are a plus. And AIM doesn't install additional software unless you misread the instructions and told it to do so. The worst it's ever done was putting a few AOL icons on my desktop, which I promptly deleted. Oh yes, now you can send/receive ICQ messages with the latest version of AIM as well.
I hate Trillian because it rubs together all sorts of different chat clients while taking away their unique flair. What you get is sort of a muddy pile of goo, which crashes every five minutes. I used Trillian Pro for a while and trashed it after a week.
I have never used YIM though, but I think I should since my main email address if a Yahoo one
