I tried several native Facebook Messenger clients for the Mac, but none of them is good. The one that suck the least ist Astro. But still, it has several issues.
So I created a Fluid App for using the Facebook Messenger in a dedicated app, which gives me quick access to my chats, without needing to find the right browser window. I stripped off all unnecessary things to have a chat-only-app using userstyles and added notifications and a dock badge for unread messages using a userscript (to use these features, you need the paid version of Fluid). And this is how it looks like:
The userstyle and scripts need to be changed very time Facebook makes changes to their website, but they are pretty simple. You can find them here: https://gist.github.com/danielbuechele/e394a0fc988fba1200e9
Last but not least, I added a nice icon. You can find a lot of them on Dribbble, I am currently using this one: