Get a street guide (taxi driver's map) and have it with you when you show up to ask for the job. Also, have a rack and bungees on your bike. You won't win any cool contests with other messengers, but the dispatcher will be impressed.

It also might help to show up on a rainy day wearing your foul weather gear. Anything to show the dispatchers that you're serious. Like Machka said, you'll probably get a job, but won't make much money at first.