Not GTK : Tried the Chameleon plugin?
Native support for voice conversations : This needs heavy reverse engineering because the codec is proprietary
MSN games : Reverse engineering needed
Winks : Reverse engineering needed
Compiz bugs : maybe it's ours? Just report the bugs and we'll tell you! But how can we fix them if nobody reports them?

Tray icon : tried latest SVN fixes?
Hmm I tried Chameleon, definatley an improvement
And in compiz, the main problem is the smileys window (it's been mentioned several times in the forums - I searched hehe).
When I click on the smiley's window to choose a smile, the window just closes without adding the smiley's code to the chat text and if I click "add new custom emoticon" nothing happens. It's not detecting clicks. It works fine with Metacity tho, but I love Compiz
And what do you mean with SVN fixes? Translate

Edit: I found out how to use the SVN and I tried the new trayicon.tcl. It didn't fix the problem.
The problem is that when I switch working areas (or cube faces in Compiz), the aMSN icon kinda like grows to a size too big to fit in the tray icon area. I only see a part of the doll's head and a bit of the shoulder hehe. The icon fixes it self if I switch status (forces icon update). Maybe you guys should add a icon update every x seconds? Could fix it. I may do it in some days when I get more confortable with this scripting language.
Edit 2: I found out why the tray icon looks so fugly. ::picture::ResizeWithRatio. Thats the problem, since aMSN icon's has to be resized, it loses its good look because that function doesn't anti-aliase the shrunken image. The result is an image with very sharp and ugly edges.
The other tray icon has to do with trayicon_callback not being called when I change desktop areas, making the icon to lose the resizing.