I use Pidgin and I am in the process of trying Nimbuzz.
Pidgin will connect to just about all the IM services and you can have multiple MSN accounts logged in at the same time.
Nimbuzz supports only 1 MSN account at a time but does support Skype as well as all the other IM services. Plus there is a J2ME Nimbuzz client that will run on my mobile
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