Yes, many of today’s IM clients from the various IM hosts – Yahoo, Microsoft, etc. – support multiple services, but none of them supports nearly all of the IM services.
For that, you have to go out to a third-party product. There are only a few that do this. Pidgin, Trillian and Digsby are about the only ones I’ve seen that fit this bill. My personal preference is Digsby.
The biggest advantage to Digsby is that it stores your user profile on their servers, so all you have to do is log into Digsby on whatever computer you’re using (and have Digsby installed on), and your profile travels with you.
See http://www.digsby.com for details. I think you’ll like it.
Note: I have no connection whatsoever with this company other than I use their product and I like it.