I use AIM partly because it was already installed on my machine, partly because I'm familiar with it, and partly because it crashes my machine less often than ICQ does/did.
That really depends on who you talk to & their particular personal preference.
I used to use ICQ, but my DB who fixes my puter told me that it is like a virus, so I had to get rid of it. I now use AIM on occasion & I also have MSN Messenger.
ICQ. It was the first program I used for IM (1997) and all my friends were on it. I've tried others, and even used Yahoo Messenger for a couple of years but drifted away from it.