How can I paste text without format in Lync's chat window?

You can use ctrl-alt-v to paste without formatting.

Copy and paste it to notepad or another plain text editor.

Copy it from notepad into your target application, Lync in this case.

You can use PureText or other similar utilities. I use it and it works with Lync flawlessly. By default it allows to convert'n'paste text by pressing Win+V, but seems like it can override Ctrl+V too.