I tried many msn apps, each had a problem.
I think the best is NIMBUZZ, doesn't disconnect unless the connection is lost, reconnects alone when 2G/3G or wifi is back, got notification settings, connects to GTalk, MSN, Yahoo, Facebook, MySpace & ICQ
One thing i realized using JuicePlotter is that all the msn apps use lots of battery, including Nimbuzz, even if the screen is off, and not chatting. They consume more than the GTalk app provided by Google