There's a *text messaging* (SMS) widget, I know. I'm not sure about IM. Probably not thaaaat hard using already existing IM software on a Mac. One might be able to use Dashcode and existing over-web-browser IM systems like AIM Express....
I gotta ask, what would be the point of such a widget? It's not like iChat isn't that hard to pull up anyways. I guess if you are spending 100% of your time in dashboard it makes sense...