I used a messenger bag because it looked cool, but then ditched the whole style after actually riding with one loaded down with usual commuter stuff. Went with a pannier for a while, but not the easiest thing to carry off the bike. And it meant a rack on any bike I wanted to use for commuting. So I finally tried a backpack -- just right.

Yes, my back gets warm and sweaty. No, it's not the end of the world, and is something I'm willing to put up with compared to the discomfort of a bag with only one strap and the issues I have with panniers.