I voted for shoulder, but I prefer a bag that can be both shoulder and handheld (like my new Artsy MM!) I was at the grocery store with my speedy the other day and I had a basket in one hand and my speedy on the other arm and it was NOT easy trying to get avocados without knocking the whole pile down (I somehow managed though!)
Messenger type gives me freedom to travel about w/o worries. I have LV handheld and shoulder but having to run after children and busy errands limits the use of them. I always have to be mindful when I set them down.