Using trillian since I during my first professional web job the company was forced to be available across different clients. It supports ICQ, AIM, MSN, Yahoo and is just sweet.
The logging (plain text file for each contact) saved my sorry butt more than once.
I use MSN primarily as well as AIM and Google Talk for a few contacts. I am using the awesome Adium for Mac OS X. I have also dabbled in Gizmo and Skype.