It was my first and typically you fall in love with your first.
The only one I have is Yahoo and I rarely use it.. something about it annoys me and all of my emoticons on there are dirty ones. Sometimes I just want to send a smiley face and not a smiling face with a cock. lol
For a single IM program, I most prefer ICQ. The feature I particularly like is the separate lists for invisible, visible and ignore. I also like the different security measures and that my contact list is stored locally, not on their servers.
That being said, most of my contacts use Yahoo. It's tolerable.
Currently, I use Trillian primarily. .74 at home and Pro 1.0 at work. Pro is about 4 billion times cooler than the free version and well worth the cash for those who'd donate to the cause. I've never had any problem with either version.