i've applied at the local courier shop (Breakaway Bicycle Couriers, LLC) a while back. they didnt have any openings at the time, unfortunately. i'd love to go work for em now, part time because i'm in school as well, but they require a fixie, and i can't afford that right now. such is life.
It is poorly paid, gruelling and somewhat distasteful work. Many courier companies are unscrupulous and have a high rate of turnover. Couriers are often treated like crap and many of them have an attitude of their own.
the only difference between that and working at the pet store i'm at now is that well, i like bikes, and i dont like pet stores. i'd be doing myself a favor by becoming a messenger.
the local shop i mentioned above is really the only one in milwaukee, and the guys are always out on the move (i'm downtown a lot, and i never fail to see at least one of them)