Trillian is the best IM client for Windows. I found a similar product for the Mac. It's called Adium.
From Lifehacker:
Free instant messenger client Adium (pronounced like "stadium") for Mac OS X supports chatting with AIM, Yahoo! Messenger, MSN and ICQ. Adium's key feature lacking in much-loved iChat is the ability to log on with multiple screen names at once (ie, your work AIM name and personal AIM name.) Adium's got a tabbed chatting window, customizable look and feel and supports previously-mentioned Rendevous.
