I have always been only using MSN Messenger, so I never got motivated to install Yahoo! Messenger and have one more program running in my PC. Few months back Windows Live (MSN) Messenger started supporting to add contacts of Yahoo!, so that you can communicate with Yahoo! users from MSN Messenger itself and vice-versa.
I didn’t think this to be that important, as most of my contacts were in MSN. But now I have few of my friends in Yahoo! who never IMed me before, contact me and we started chatting. I realize now this is a cool feature that MSN and Yahoo! have brought in.