More ads are coming to MSN messenger. The link above is just one of many existing. I never use the official client soley because of the ads. There was already ads at the bottom all the time. I use Gaim all the time. It’s got support for about every popular IM system.
File transfers didn’t work too well I tried them with Gaim and MSN, but they work well with AIM and Yahoo! Messenger. I haven’t done any file transfers in a while though on MSN with Gaim, I imagine it’s prolly been fixed by now. There’s even a windows build of Gaim!