Not a messenger, but I ride in the city daily. Commute from Northeast to 15th and Eye, and bomb around town most days after work. Compared to other big cities, DC is more of a village...the central business district is pretty small. The forefathers were fond of European cities, so there are many traffic circles and diagonal streets that can be confusing at first. It was designed as a fort city, so easy navigation was far from a priority. More of a liability, in fact. That being said, it's pretty easy to learn your way around. Especially on a bike. And traffic isn't as dense as a New York or a Chicago, so going from A to B is a breeze. Just watch out for the occasional motorcade.

There is a good sized messer community here. With the Government comes law firms, lobbyists, muckrakers, etc. These guys love messengers...when they need something delivered. Once they are in the limos, they just want to run you down. Also, other than rain and humidity, the weather isn't bad for riding year round. I haven't ridden the train to work--save four occasions--in the past two years.

As far as living cheap in the District...good luck. Prices are ridiculous. Loud music or not.