One thing I find annoying when using Skype chat at a slow rate (so I'm working on something else at the same time) is the way that I get dumped into the Skype window forcibly whenever a new message arrives from the other end. I often end up typing something I thought was destined for my text editor into the chat window instead.
It would be better if it were at least optional to have new IM messages flagged in the chat window's icon. gaim does this to great effect.