I don't think My Location matters, at least in my case as I always have that "Do Not Show"

If I don't run any IM, the battery can survive a day even with Nokia Messaging getting push email on 3G or Wifi.
If I run any IM, haven't tested inidvidually which IM is the biggest drainer, the battery will be down to half day.
From the author of MSN Haze and MSN Pecan, the implementation of the IM plug-in does make difference in battery usage.