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Many ISPs are having problems with chat scripts and are disabling accounts that use them. Shoutbox however is not too bad if configured with conservative settings.
On my site I set the block to NOT autorefresh and to NOT provide autorefresh to the user. We don't use it as a general chat application but only as a quick message app. And I would never open any chat app to anonymous users, that is asking for trouble. So far no trouble or high server loads.