Due to Yahoo Messenger being an asshat, I've gotten a Jabber account, email@example.com. MSN and AIM are not any better, they can and do change the protocol on a whim. They all also can (or will, depending) forcefeed you advertising, and all of your IMs flow thru their servers, where marketing people are salivating all over it. Would you trust Microsoft to store all your Word docs and Excel sheets? Why are you trusting Yahoo, Microsoft, and AOL with your IMs? Switch to Jabber.
END PUBLIC SERVICE ANNOUNCEMENT