Caterina and I will also IM, even when we are laying on the same bed with laptops open. Part of this is because it is OK to not answer an IM until you are ready—a pause of 30 seconds is perfectly acceptable where it wouldn’t be in voice (and the answerer doesn’t even have to hold the question in their mind while doing something else, but can refer back to it later).
Only recently did I have the chance to try chatting with someone online while physically in the same room, and it was with IRC. It was pretty silly though, and I'm not sure if I could do it often.
Don't get me wrong though. IM is kinda cool for conversations that require Internet research. More than a dozen times I've backed up what I say with a URL or two. But having grown up with it, I still prefer email. With email, there's no obligation to reply instantly, or even the same day.