I find a messenger bag more comfortable than a backpack, because the chest strap doesn't constrict your shoulders the way a backpack does.
Also, my messenger bag is huge, and can carry bulky and or/oddly shaped things that my panniers can't, like a concertina or fencing gear.
I still prefer not to have weight on my back, so I use panniers and other bike-attached bags most of the time. But when you need to carry a ton of a stuff, a messenger bag works pretty well.