I like pidgin alot, if you're on a mac audim is the best one out there. Alternatively, steam is pretty sweet. If you don't like those trillian is ok...
Came here to say this. Pidgin is fantastic. It's not the prettiest one out there, but it connects to EVERTHING just about. Heck, I even have it hook into my Facebook account so I don't even have to have my browser open. It's also very customizable, courtesy of a bunch of different plugins. http://www.pidgin.im/
Pidgin > all I used to use Trillian, but it would crash Mabinogi back in the day. I switched to Pidgin and haven't had any issues like that since. As far as protocols most of my friends still use AIM, but I always preferred ICQ. I've had the same UIN since 1996. Yahoo and MSN are right out for me.