Messenger bags, by design, work best with light loads. I had one that I would use when I was going to listen to lectures. Had a notebook, umbrella, a few pens, and my small water-bottle. It weighed very little, it kept my back from getting sweaty, and I just found it to be less cumbersome to use than a backpack for the little I was carrying.

Otherwise, once things start getting remotely heavy, I go backpack all the way.