Bike messengers are on and off their bikes constantly.
They keep their bicycles light, carrying the weight on their bodies in a backpack or a cycling specific messenger bag. The advantage of this is the ease of making lots of quick stops, locking up without having to remove frame pumps, bottles, panniers and other stuff. Bike tourists, on the other hand, spend more time on the saddle pedaling. Carrying weight on their body would be uncomfortable over a 30 - 70 mile distance. I practice both the messenger style and the tourist style.