I have to say aim is the best, I'm not a fan of msn because it is slow and sometimes won't log me in, none of my friends have yahoo so I would say it's between gtalk and aim. Aim is sometimes slow to log in but that may be how many buddies I have and I never have lag on my phone and I use aim everyday so I would recommend that.
Posted from my CrackBerry at wapforums.crackberry.com
The nice thing about the native IM apps is how they work. They use push data, so battery drain is pretty low. I would suggest using whichever one gives you the best contact with your friends. It doesn't do any good to load WLM if your friends are on Google Talk.
That being said, I think I have had better compatability (with non BB users) using GT and YM. WLM also works pretty good, but I haven't tried file sharing. AIM seems to get disconnected quite often when in the background, and doesn't support things like viewing status messages, or buddy icons.
I use Y! and GTalk (both from betazone, so running the maintenance release). Both are stable, quick and run in the background and use push apis so no battery drain.
