At the risk of appearing to be fixated with Messenger for Mac (what can I say - despite its quirks, I like it), I'll point to a neat tip at Mac OSX Hints that allows you to throw out that pesky Windows Live logo Microsoft has foisted upon us with its latest IM client update.
The solution is pretty simply and amounts to nothing more than renaming an image - but that leaves you with a blank block in the client. So some posters have come up with more interesting solutions that let you personalize the application window.
What are you going to put there, may I suggest the TUAW logo? Hit the comments and show us your ideas.