Most IM user agents use nickname from the user profile to show on the buddy list. It is inconvenient to see same people named differently in different IM agents.
For me, there is an additional annoyance: many of my contacts are on the ICQ network. I communicate with them via an XMPP transport, like 1234567@icq.gateway.somewhere.
Please consider using nickname if it is available, then first and last names if any of them are, and only if none of them are set, then screenname.
Eugene