Official Facebook Messenger:
This is almost similar in look to Facebook’s web interface. But you can move it anywhere on your desktop. You can dock it to the right side of your device's screen. You will get a popup box on receiving new message. You can manage notifications and friend requests using this.
Update: Facebook killed its messenger for Windows PC.
An alternative to Facebook’s official messenger is fTalk. You can use this to chat with your friends from your desktop. If you are using it for first time then you have to give it permission to access your account as you do to any app on Facebook. fTalk can help you to post status updates right from desktop. It got almost all essential features in it. It can get you photo albums of your friends and you can also like, share or post comment there.
You may know that Skype is now purchased by Microsoft. New version of Skype got Facebook integration in it. You can connect Skype with your Facebook and add your Facebook friends to Skype. After that you can use Skype to chat with your Facebook friends. You can also make video calls to your Facebook friends using Skype.
Nimbuzz:This allows you to add multiple accounts. It is another example of voice-over-IP application. You have to create a nimbuzz account and then add your other IM accounts in that. You can add your Facebook account too. You can place voice and video calls to other nimbuzz users or you can buy credit so that you can make calls to mobile phones.
I hope this helped. If you find anything wrong or wanna share about some other IM client please post comment below.