Hi,
Two ways.
Highlight Buddy in Buddy list.
Use Backspace key and confirm Delete.
Highlight Buddy and use Buddies menu.
Exceptions
AIM run a secondary group held only at AIM called "Recent Buddies"
These are people you have had chats with who are NOT in your Buddy List.
You cannot delete the people In the Recent Buddies "Group" in your Buddy list display but you can turn it Off.
In iChat or Messages > Preferences > Accounts > AIM account > Account Info tab (Untick tick box)

10:20 PM Monday; February 4, 2013
Please, if posting Logs, do not post any Log info after the line "Binary Images for iChat"
iMac 2.5Ghz 5i 2011 (Mountain Lion 10.8.2)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad
"Limit the Logs to the Bits above Binary Images." No, Seriously