To have them open an im dialog box:
<a href="aim:goim?screenname=[yourscreenname]&message=[message+to+send+them]">Click here to IM Me</a>.
To have it so that they can add you to their buddy list:
<a href="aim:addbuddy?screenname=[yourscreenname]">Click here to add me to your Buddy List</a>.
To join your aim chat:
<a href="aim:gochat?roomname=[yournickname]+Chat">Click here to join my Chat Room</a>.
Just take out the brackets and all theil have to do is click the links (if they have AIM or something compatable).