I find messenger bags a lot more comfortable in warm/hot weather.

On the other hand, I've pretty much switched to a backpack as of this past summer, because my shoulder was getting messed up. Part of that probably came from my carrying lots of stuff walking around as well as on the bike -- in riding position, most of the weight in a messenger bag is supported by your lower back, but it's all on the shoulder strap when you're standing up -- but it definitely happened.