I used to ride with a backpack and when I would get in the drops the bag would start sliding up my back into my neck, throwing me off balance. Messenger bags for the most part stay put when you cinch them down onto you properly. I can also take things out of my bag or stuff them back in without stopping the bike. They are easy to adjust on the bike as well.

Cons are I find they limit my view over my shoulder when they are stuffed, they make one shoulder more tired than the other, they make your back sweat like crazy, they are expensive and they make you look like one of those biker delivery guys.