I've always used Miranda when in windows...it's another open-source multi-protocol IM program. It's very simple out of the box, but can be made as complex as you want (up to a point). You can never make it as flashy as trillian though.
I love Gaim for linux, but I haven't really used it for Windows. Mind you, I never really gave it a fair chance. The first time I installed it I had quite a few issues with gtk, and just sorta decided that I liked the simplicity of Miranda instead. There's no need to install Miranda...you can even put it on a floppy and use it...though it'd be very stripped down. But I still vastly prefer Gaim over anything else when I'm in linux.