depends. I have only tried Trillian a couple times and I don't like it at all. However, it should also be said that the Windows version of Gaim relies on the windows version of GTK which can be somewhat buggy. I know the Gaim team applies patches a lot to work on fixing that, but I haven't tried the Windows version in awhile. However, they're working on a core/ui split, so eventually (hopefully fairly soon) there will be a native windows version
There is no skinning, so if you like that aspect of Trillian you should know that. Gaim and Trillian have a bit of a history of sharing things with eachother....started out not so civil AFAIK, with Trillian using some of Gaim's code (it's open source) without giving them credit for it, but it seems to be more civil now as they have both exchanged code with each other recently. So, as far as connectivity, etc, they're pretty much the same.