For Google, your link data is very important; who links to you, who do you link to, and what anchor text flows each way.
For Yahoo, linkage data is important, but they use a different authority model (They seem to be well into links from hub pages) and more emphasis on on-page factors. Titles and body copy work better here
For MSN, investigate your competitors backlinks, and harvest the top ones. Their web graph sucks, so it's hard to determine what they consider to be an authority site without actually checking a SERP. They are over reliant on outbound link data to make up for their sucky inbound graph. On-page factors rule here. Use 1 word / phrase per page, and hammer it. Multiple use in the title, <hx> tags, repeat thoughout the body
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