Most people are on AOL's instant messenger, despite efforts by Yahoo and Microsoft to have similar programs. But everyone sticks with AIM simply because it has the largest base of users and because you need to be on AIM to contact them.
There was talk about setting up interconnectivity, where you could IM people on any system much in the way you can e-mail anyone. AOL even promised it at some point, but hasn't bothered on following through. Why should they give up their advantage?
For the time being, though, the best solution is Cerulean Studios' Trillian. It allows you to log on to AIM, MSN Messenger, Yahoo Messenger, and ICQ at the same time and talk to people on all four networks. Once configured, you can check who's online. Even better, you'll be online on all these networks (and others) for friends to contact you.
And "Cereulean" is such a nice word. :)