...in my boxers...
I use AIM because I've used America Online since, like, five versions ago. It's what I'm used to, and I feel, the best of the bunch, though far from perfect.
I also use MSN, because friends use it, and it's fairly decent. Some things I don't like, but it's better, then, ICQ, which I can't stand, and just recently deleted.
I've never used other ones, including YahooMessenger.
"A life unexamined is not worth living."