I have been using Trillian Pro for a number of years and Astra (Pro) since early on in the beta program.
I love the meta contact feature that lets me group multiple accounts under one name that I can select. "Dave" for example contains his AOL, Yahoo!, IRC, MSN and GTalk accounts under one contact entry in my buddy list. Who can remember who dlb4675 @ aol might be? If I want to choose which IM service I use with him I hover the contact name until the various accounts appear below.
If you have a camera and buddies with cameras, Astra lets you video conference with the IM clients (Yahoo!, MSN, etc) of other users or a Trillian version if your buddy also runs Trillian.
Trillian was the first program that let me talk to anyone no matter what IM service they used, I just needed an account on each service and the combined buddy list in one program.
Because I never could get the online version of Astra to work as expected, I mostly use meebo.com now. For two compelling reasons
1. No software to install across multiple computers (I routinely use 3 computers)
2. IM with Chat log history is available from any computer with a browser. This allows a conversation to continue even after I go home/to work.
Both programs have the same look/feel for using IM no matter what service the users are on. I really like that feature.
I looked at Digsby but didn't see any compelling reason to try it.