As a former messenger in Bostont, here's what I have to say. After 9/11 everything went to ****. Jobs that would normally take 2-3 minutes took 10. I worked for an okcompany at the time (Choice) and made about 32k per year. I was their top ride. To get into any decent company you're going to have to work for 3-5 years (RS Xpress, etc...) The market isn't what it used to be. It takes time and dedication.
If you want to do it, now is the time. The summer messengers will wuss out now that winter is here and you can make an "ok" living. Be prepared to fix flats in 5 degree weather. Be prepared to ride for an hour for 10 bucks. In the Boston messenger world,
money comes with time. Look forward to long crappy days in the slush. If you're willing to give the time, the money will come. But it does take a while before signifigant earnings will show.
Look for a company that gives a guarantee. At least you'll know your minimum income.
Best of luck
Rob