I'm a big fan of /tell. =P
But, other than that, some people use a Windower, so that they can chat on messengers, post on forums, or look up information on the internet.
I can't think of anything else that might be what you're going for, I know there's a 'Gaming Messenger' that will allow messages to be sent while still in game, eg: The window will pop up over the game, without closing it.
Although, I'm not sure if FFXI is one of these games.
http://www.xfire.com/xf/index.php
If nothing else, it's just a fun little messenger, it will keep track of how long you play games for, etc. And display it so other people can see how much free time we have on our hands.
Also, for other games, such as UT2k4, CS (*Shudder*), and games like that, you can click 'Join Server' and it will automatically take you to the server your friends are playing in.
Somewhat useful. =P
Like I said, I'm not sure if it can do what you want for FFXI, but if it can, I'd imagine quite a few people will pick it up, and you should have what you were hoping for.
Hope this helps, mate. =)