As noted in FAQ & Help Documentation
You can have a Shoutbox embedded in your blog or website to enable your site visitors to talk among themselves. If you are online, you can join their conversation as well. Shoutboxes can also be used in classroom environments. Students can interact on a topic among themselves and the instructor can join in too. Shoutboxes are transparent, everyone's chat is visible to all. Similar to Live Support, you can generate the HTML code for Shoutbox and embed it wherever you need it.
You can see what the Live Chat looks like from the customer/end user perspective in my previous post (that is, if I happen to be logged in to take your chat session).
The only one I haven't tried, at least yet, is the Live Support.