I'm a little pedantic about spelling. I spell-check my blog posts (thanks to Windows Live Writer built-in spell-check), and my emails and documents before I distribute them.... but when I'm using Messenger I hate that uncertainty when I hit "send" that I'm making a fool of myself thanks to a typo (or general poor spelling!)
Okay, maybe I worry too much - IMing is pretty much like texting these days and no-one really cares about the odd spelling mistake... but it's a slippery slope and one I don't want to go down if I can rope technology in to keep an eye on me.
In Office I've got a great spell checker watching my every keystroke, in IE I've got IESpell to help me out (and Firefox 2.0 includes an inline spell-checker) but sadly there's the issue of maintaining more than one dictionary.
When I'm using OSX I love the fact that there is a spell-checker available as a system service running automatically against every text box I type into to keep me on my toes.
Short term I'd love to see IESpell work with Messenger, or the Messenger team hook into the Office spell check engine. Long term it would be great to see Windows (probably not XP now, but Vista for sure) get a system-wide spelling service that accepts third party plug-ins or if you're an Office user lets you use the underlying spell-check everywhere
It seems I'm not alone in this wish (for Messenger at least)... so let's see what comes out in the next release....