Backpacks are the best. Wider the straps the better. Messenger bags are wobbly IMO. Get one that has a chest strap and a belly strap for added weight distribution.

I got a North Face messenger bag a few months back and am really favouring it in the summer heat as it stops the sweaty back I used to get from a back pack. The stabalising strap is totally essential.

MESSENGER BAGS!!

Anchor Bags: http://anchorbags.com/
Banjo Brothers: http://www.banjobrothers.com/
Bagaboo: http://bagaboo.hu/
Bailly Works: http://www.baileyworks.com/
Black Tag Bags: http://blacktagbags.com/
Blaq Design: http://www.blaqdesign.com/
Blick's Bags: http://blicksbags.wordpress.com/
Burro Bags: http://www.burrobags.com/
Chicago Wig: http://www.chicagowig.com/
Crank: http://www.crank-tokyo.com/
Chrome Bags: http://www.chromebagsstore.com/
Cocotte: http://www.cocotte-equip.com/english.htm
CourierWare: http://courierbags.com/
Crumpler Bags: https://www.crumplerbags.com/
Fredrik Packers: http://www.fredrikpackers.com/
Freight Baggage: http://freightbaggage.org/
Lemolo Bags: http://www.lemolobaggage.com/
Meta Bags: http://metabagsinc.bigcartel.com/
Mer Bags: http://www.merbags.com/
Norman Porter: http://www.normanporter.com/index.html
Ortlieb: http://www.ortliebusa.com/
Outlaw Earth: http://www.outlawearth.com/
Pac Designs: http://www.pacdesigns.com/
Push The Envelope: http://www.pushtheenvelope.com/index.html
Reload Bags: http://www.reloadbags.com/
Resistant Bags: http://www.resistant.jp/
Rickshaw Bagworks: http://www.rickshawbags.com/
Sag Life: http://www.gaudi-sag.com/
Seagull Bags: http://seagullbags.com/
Trash Bags: http://www.trashmessengerbags.com/
Transient Bags: http://www.transientbags.com/
Under The Weather: http://under-the-weather.ca/
Velo City Bags: http://velocitybags.com/ (This Is My Bag Company)
Zugster Bags: http://www.zugsterbags.com/
87 Bags: http://87bags.com/main.html

Great batch of links lamarsen, thanks!

I use p-clips on this bike:
http://www.chipcom.net/bikes/bianchi_x.jpg

As an added bonus, the rack helps minimize road spray up your back on wet pavement.

So easy, even a caveman could do it. ;)

http://slog.thestranger.com/files/2007/05/caveman_1.jpg

I prefer a messenger bag. Always have. They are just more comfortable for me and I like how I can just swing it to the front if I need to get something out. You could always try a front rack, handlebar bag, or a bag that attaches to the back of your saddle. Its nice to go hands free some times.