My main personal goals is to aim for Google.com. My business customers are usually UK companies, and I can always guarrantee them rankings on Google.co.uk for UK searches - and then use that as a platform to attack Google.com rankings.
MSN and Yahoo are very unpredictable as search engines - they can be found using very outdated indexes, and tend not to crawl sites anywhere near as effectively as Google can. That means that they tend to pick up far less links and far less quickly.
Overall, my personal sites have some very good rankings on MSN and Yahoo simply because they are well-established - but for newer sites it takes quite some time to be established.
As Google is not only quicker and more efficient, but also has a wider share of the search market, it makes perfect sense to aim for it first.
