I, personally, would go for a road bike (maybe cyclo-cross/touring style) with the intent to ultimately make it single speed and then fixed as I progressed in my fitness and abilities. As telenick said, messengers are fast (at least the ones who are good) and nothing beats a road bike for speed.

Oh, and javna, you're forgetting something with your physics explanation....most of those messengers don't stop in traffic or at lights!