I use Skype because I have relatives that live very far away, but they use a
Mac and don't have Messenger for it.
Also, you can put money on your account and use Skype to directly call
someone's phone. I talk to some friends in Austrailia (I live in Canada) and
it's much cheaper than any long distance deal the phone company offers.
Other than that, it's *Windows* Messenger for me. I can't stand MSN
messenger with all the flashy banner ads in the main window and it's far to
bloated for me.