I like the messenger bag style somewhat but actually think I'd like to go back to a backpack. Either that or I might try a lumbar pack, I saw someone commuting with one the other day and it looked comfortable.

If you have a messenger bag you'll want to make sure it has some stabilizer straps on it, otherwise when you change riding position, the bag will shift and can pull you off-balance on your bike. The Timbuk2 I use has a stabilizer strap that goes across my ribs on the opposite side the bag hangs, though usually on the bike I'll shift the weight of the bag to sit on my back.

I generally like having the weight situated on my hips, because I ride a roadbike in so do enjoy getting into the drops to deal with the wind and just to rest. I'm going to check out some lumbar-style hiking packs and see if they'll work.

Otherwise I think I'll get a UL (ultralight) hiking pack with no frame that is made of light material, kind of like this. Ideally I'd just bring my clothes into work the day before, but I never seem to remember to do that....

Hope this helped you out!