In my experience the safest instant messaging is to use the “from-service” clients. For example, if you use Windows Live (formerly MSN), it is best to use their client. If you use Yahoo instant messaging, the same applies. With the from-service client there are added security features that the multi-protocol clients (like Trillian, Pidgin, etc.) do not have.

I’m not suggesting that if you use a multi-protocol client to dump it. But if you want the most security when it comes to IM, the from-service client is the way to go.