It would be google, yahoo, and msn in the last.
I go to google when i have to search some content. I don't know about the history keeping stuff, but i don't care much about it.
But google image search isn't so good and you get so many pictures even when they are not what you are looking for, whereas yahoo image search is quite matured.
I rarely use msn, most of the time, when i enter wrong domain name in IE address bar and than it will lead me to msn search, which i don't mind as well.

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