Is there a way to send an instant message from your PHP code to a formal messaging service like Yahoo Messenger, Skype or MSN messenger?
Yes. You can use libpurple. It has PHP bindings.
This libpurple PHP binding, which defines a set of internal classes, gives a possibility to use aol and icq (oscar), yahoo, msn, jabber, irc and much more protocols directly from PHP. Write your own IM chat client in PHP, as simply as PHP enables it.
For Skype you will need their COM Control. Then you can use the COM extension in PHP to interface with Skype.