I don't know if this is common knowledge, but within Yahoo IM you can set it to send your messages to your phone via SMS when you sign out of the desktop. Enabling this would allow you to effectively have IN chat on the iPhone. I just did this with my Treo earlier today and it works fine. Since I mostly use Yahoo IM I'm not sure if AIM, MSN etc will do this. It doesn't look like Google Talk can. You'd probably only want to do this if you have unlimited SMS I guess, I have 200 per month and I'm waiting to see how out of hand it might be. It does seem better than using a web app to me, but YMMV. I don't have an iPhone so I don't know how well the current web chat apps work compared to the native SMS app.