I feel like I've already posted here. Strange
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Anyway, of the three main Linux clients (aMSN, GAIM, Kopete) I'm using Kopete atm, mainly because I'm using KDE (it's nice and shiny on my new Feisty Fawn) and it works quite nicely. It also looks slightly better than GAIM (what's its new name, I forgot) and a hell of a lot better than aMSN (which is a shame, since aMSN has the most features - most notably custom emoticon and webcam support).
I considered making my own client which used nice fonts and mimicked the official MSN client as much as possible (with a couple of Plus! features thrown in for good measure), but Linux GUI programming can be horrible. So I'm gonna try running WLM in WINE over the next few days.