A rack and rack trunk like one of the Topeak combinations is probably the best way to transport things on a bike especially for longer distances or heavier weights.
However if you really want to use a messenger bag or backpack get a good one. One of the $15 kids book bags or messenger bag look alikes are not going to be comfortable for a long ride. I really like my Chrome Metro. It is much more secure on my back than a cheap shoulder bag or back pack and easily accomadates fairly large loads. In addition it is water proof, durable and easy to use. I use a messenger bag because I can use it with multiple different bikes, it comes with me when I leave my bike, and it easily accomatates small loads for commuting or large loads for shopping.
Craig