David Davies' Radio Weblog
where 'yourscreenname' is, wait for it, your AIM screen name. You can even create a default message by entering it after the '&message=' but remember to URL encode any special characters such as the space character (encoded to + or %20). A useful guide to all special character encodings can be found here.
There are a number of instant messenger clients and protocols out there but I chose AIM because it's likely to be compatible with Apple's new iChat client.