Whenever I need information, I either go to Yahoo or to Google. Specially with the Google toolbar neatly installed and accessible, it becomes quicker to search for anything. Search results are often satisfactory and if I don't find it in Google, I go to Yahoo, or vice versa. My friend introduced me to AskJeeves (it has been renamed, I think), which I rarely use. As for MSN, I don't really use it, unless I just logged out of my hotmail account and the homepage gets back to MSN.   

Google is the way to go... hands down.

When working on your SEO, focus mainly on Google. Other engines shouldn't be left out but most website traffic comes from Google. For my website, I get about 90% of the search engine traffic from Google, and barely any from Yahoo.