There are many multi-IM (Instant Messenger) applications for the iPhone. Some are free and some are pay applications. Beejive is a pay application and is considered one of the best. If you are looking for a free application I would recommend, Nimbuzz. Nimbuzz is available for both the iPhone and as a Windows desktop application. The interface is clean and fast. With Nimbuzz you can connect to a variety of IM accounts.
Supports:
Skype, Yahoo! IM, AIM, GTalk, MSN, ICQ, Jabber, Facebook, MySpace, StudiVZ, Gadu Gadu, Hyves
If you want to chat with your friends you have to keep the application open. There is no background support for the application unless you have a jailbroken phone. With the release of the 3.0 software from Apple this may become possible.
If you want to learn about “jailbreaking” your phone head here.