While yahoo probably will never make an android app for messenger, we have to look at alternative solutions
Meebo provides you with all online support to use Yahoo messenger and other IM services. Now, they have a great Android application too.
Why an Android App is to be preffered over the Web version ? Because you can let it run in the background and don’t get into throubles when you exit browser or accidentaly go to another page.
With Android multitasking support you don’t have to worry about disconnecting.