Google accounted for a record 65% of all searches made in US during 2007. So if your doing any SEO work it only makes sense to be working to be placed on this search engine.
Yahoo accounted for over 20+% of all searches made in the US during 2007. Still in my opinion worth working to get your site placed on this search engine.
MSN accounted for only about 5 to 10% of all searches made in US during 2007. So if your doing any SEO work it dosent make much sense to be spending to much time working to be placed on this search engine.