Yahoo! Messenger 6.0, which I use, has the ability to add an image for yourself.  Here are some of the ones I use or have created for people.

The above are JPEG images.  Right-click them and choose "Save Picture As" from the PopupMenu.  Save it off to a location where you can find it.  From inside Yahoo! Messenger you can then import the image to use.  Yahoo! Messenger will convert the image from a JPEG image into Portable Network Graphics (PNG) file.

Hint: If you want to create them yourself, get a good image editor, crop what you want to being square and make sure it looks good when reduced to 96 pixels square.