I’ve used Trillian for years. It allows me to sign in to AOL Instant Messenger, Yahoo, MSN and ICQ. If you have multiple instant messaging systems, it’s better to run one piece of software instead of many of them simultaneously.
Now I’ve discovered Pidgin. Pidgin does those four…and many more, including MySpace IM. (However, I don’t know a single person who USES MySpaceIM.)