The only service that I can think of off the top of my head that would be directly integratable into CF would be AIM/ICQ since AOL has opened the protocol.
MSN and Skype both I belive have closed protocols. Though both apps could im sure be used as an "embedded" app for CF.
Thats not to say other services cant be integrated but Im pretty sure it would require either some reverse engineering. Or at the very least a long long look at an open source chat client such as GAIM. Though I think using GAIM's dlls in a commercial product would be a violation of GPL so the entire interface would likely have to be rewritten.
I could be totaly wrong. Im just bored so I posted. 8 )