What to look for in a Messenger Bag
Waterproof. Not with a waterproof cover, but really, really waterproof, like e.g. the Ortlieb Messenger bags. That's the one thing that is paramount if you also want to commute in bad weather.

Size depends on what you carry. If it's just some tools, use a saddle bag. If it's a change of clothes, especially shirt and trousers, look for a larger one so you don't have to compress that stuff to much and leave wrinkles. If you also want to buy groceries on the way, as I sometimes do, a larger bag is also good if you don't have or don't want to use a rack.

Strap configuration should be such that you feel comfortable riding with it. This depends mostly on your size and what kind of bike you ride, i.e. how far bent over you ride. I have the classical rucksack design with shoulder straps, belt and breast strap, because I don't take the pack off hundreds of times a day but enjoy the fact that the pack stays where it's supposed to. (Edit: I ride a converted track frame with my handlebars >20cm below my saddle, so very bent over)

Color/design: Whatever you like. I picked mine for visibility, so black and dark colours are out for me, but that's really personal taste.