I'm suprised that this is an issue given the privacy settings in instant messaging programs. Checking my Trillian, here's a rundown that would prevent your from getting spim from anyone you didn't know:
AIM: Allows you to either set an allow list or that only users in your buddy list can contact you
MSN: Allows you to set an allow list
Yahoo!: Lets you set a block list or that only users in your contact list can contact you
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