SET @me = 16;
SELECT
    a.*,
    b.name
FROM (
    SELECT *,IF(`from`=@me,`to`,`from`) AS OtherParty
    FROM msg_messages WHERE (`from`=@me or `to`=@me) ORDER BY `date` desc) AS a
JOIN
    users AS b ON a.OtherParty=b.id
GROUP BY OtherParty ORDER BY `date` desc;