If you want to keep track of people on more than one IM service (like AOLIM, ICQ, Yahoo!, or MSN, plus Internet Relay Chat), you can either clutter your desktop with many different chat programs, use a Jabber gateway (and client), or use a multi-service IM program. While Open Source and therefore politically correct, the Jabber solution is rather disappointing; the clients I've seen have all kinds of display glitches and awkward layouts, or the process registering your other IM account with a Jabber gateway is confusing. So most people go the multi-client route. I use Fire on the Mac and Trillian on Windows. Both support the big four, while Fire additionally supports Jabber, which we use internally at my employer's.
I used the free version of Trillian for a long time, and decided I might as well pay them for it. I was interested in the "Meta Contact" feature, where you can merge all the IDs belonging to the same person into one iterm. It works, but it's not fully implemented; for example, there appears to be no way to add or remove underlying associated IM accounts once you've created the "Meta Contact." Also, I'm annoyed at the terminology — it's just a contact (person) that can that has multiple IM accounts, just like an Outlook contact can have multiple phone numbers or addresses.
Paying customers of Trillian can try the 2.0 beta, but so far, I'm not impressed. They've fixed some display problems, but the preferences system still offers too many options in the unintuitive places. There's still no Jabber plug-in. Also, Meta Contacts are no easier to manage. So I'm not impressed — yet.
Sometimes, multi-client IM programs like Trillian and Fire disappoint because they might not support certain advanced (video chat) or even basic (file transfer) features of the IM system you're using. And it's also unforunate that certain IM providers either actively bar or do not support these kinds of programs. For example, unless Trillian and other programs are updated quickly enough, they will not be able to connect to MSN Messenger soon. My brother uses MSN, and sometimes people can't switch because only certain IM programs are allowed at workplaces.