Hey, don't forget an important rule of thumb:

Your lock should cost more than your bike.

As a messenger, you're going to spend half your day in office buildings while your bike sits out on the street. Avoid anything that attracts theives - disc brakes, integrated shifters, suspension forks, boutique wheels, carbon anything. Forget about a new bike - use something old.

When I was a messenger I rode an old Fuji touring bike that I turned into a fixed gear with a front brake only. It had 27 inch wheels and a good amount of rust. I locked it with a Kryptonite New York Chain.

Fixed gear or single speed is good because you're going to have to ride in all types of weather and you don't want to have to clean, lube, and adjust deraillers and grease a cassette every time it rains. Simpler is better. With a fixie, just lube the chain and pump up the tires and you're good to go.

Oh, and get some Mr. Tuffy tube protectors so you don't get flats. They really work.

Don't worry about speed - if you go slower, you'll pick up more packages and make more money. And your dispatcher will love you if you have a rack and bungee cords on the back of your bike, so you can take oversized/overweight items. You'll make more money if the dispatcher loves you.

Whichever bike you choose, you'll quickly forget about it unless it breaks down. Talking your way past front door security, learning the city, handling the radio, organizing your runs, keeping healthy, and staying on your dispatcher's good side are all much much more important than what kind of bike you ride.

Good luck!