Used to be backpack, but the sweat on my back and my hair getting smash and caught up in my backpack forced me to tried a messenger bag. Shoulder bag is OK if it is not too heavy. The bag used to keep swinging around from my side. I solved that by wearing the strap around my neck and attaching a bungee cord from the attachment ring where the strap attach to the bag. Then I wrap the loose end of the bungee cord around my back and then I hook the cord to a belt loop on my jean pant. When I am riding, the bag is not exactly on my back nor on my side, but rather in between out of the way and a sweat free back. During weekend ride, it is no bag whatsoever.
The messger bag for me is nore stylish as I can still use it as a large purse. There is more style for my choossing which is important in my POV. The only problem I really had from it was from transporting a Laptop. I solved that when I replaced that with a 2.5 lb netbook.