ICQ Versions: Windows,
Mac, PalmOS, and "Web Based" (Java).
AOL IM: Initially only available to AOL members, its now available to everyone. But there are limitations when an AOL member is messaging a non-AOL member. Also you have no ability to send offline messages. There are many more nit-picky things against AOL but if this is all someone you know has, you would be best to get it rather than try to teach them a new IM program. AOL users can be rather bull-headed at times :)
MSN: Microsoft got into the act later than AOL and ICQ. This is probably the most limited program of the ones I am listing, although it does allow you to start Netmeeting sessions with buddies on your list. It now comes with Windows by default.
MSN Versions: Windows, Mac, PocketPC, Microsoft TV.
Yahoo: This program is not too bad, although it still gets buggy on me at times. If you leave it running for days on end you will discover that your buddy list will start to act funny (duplicate names, etc). And offline mesages are terrible, never count on them getting through. On the plus side the Webcam option usually workds pretty well :)
Yahoo Versions: Windows, Mac, Unix, Mobile Phone, Java (Web Messenger).
Trillian: This is a really cool application. You can combine all of the above messenger programs under one umbrella thus saving you desktop space and memory. There are two versions, the "Pro" version is currently $25 a year - the other version is free. I have never tried the "Pro" but I do reccomend the free version!!.
Trillian Versions: Windows
Back in 1997 or so I remember being told by a friend via e-mail about a program that was in Beta called "ICQ" - a bunch of us downloaded and installed the program and I have been "iming" ever since. I use all of the above programs and have tried many others.