I know here in atlanta I don't ever really see them on mtb's they are always on a road/track bike of some sort. If our roads were more congested I would think they would prefer a mtb. I have been thinking of doing the messenger thing as well, and I think in a busier city or a more congested city a mtb would be ideal. I know in New York you aren't allowed to ride on sidewalks and will be ticketed for doing so. I know here you aren't allowed to ride on sidewalks but I've never had a problem, but speed wise it defiinitely isn't the fastest. How's the crime rate there, because I've also been informed not to use a bike you love. If I were to build one I would do what javna_golina said and use an internal gear and a single chainring. The single up front just so I don't have an extra shifter and derailluer to worry about, and I think they are a bit cheaper to take care of[edit: It's also just one less thing to worry about, no chain suck, no chain falling off the side, etc.] . I would also be inclined to put a bash gaurd on there, cause there's no telling what you will see when riding in the streets for 8 hours a day everyday. I know you said chicago, but I thought these guys faq was pretty good, http://www.nybma.com/