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For the purpose of work commuting, what are the features that one should look for in a messenger bag?
Not looking for specific product recommendations (Unless the product illustrates the concept) but instead want generalizations that can be used to select a 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.
What I keep in my (not messenger) backpack for commuting:
If your work place lets you have lockers or some other storage you can probably keep some of this in your office. I keep a lock, multi tool and 2 spare tubes in a saddle bag as well although my office has a garage so if I'm leaving the bike in public view I take a D-Lock in my bag too.
Ask yourself how much of this you need to carry and get a bag that solves those problems. It's easier to get a bag that's too big than one that's too small, I sometimes get milk and/or bread on the way home on occasion, as you don't know what you might end up needing to carry one day.
I'd recommend getting a bag which has separable compartments, zipped pockets (inside and out) and is waterproof of comes with a waterproof cover. Compartments are useful because you can keep your clothes away from your regular stuff you take to work. Zipped pockets for keeping spare change, mobile phone, etc. separate.
I don't feel comfortable wearing a messenger bag while cycling, I find that having only one strap it moves around too much so I ride with a backpack but each to their own. Also remember that the most comfortable position wearing the bag standing up will be hugely different to when you're riding so try to adjust the straps whilst sat on the bike (get someone to hold you & the bike up while you do this!) to get an idea of where is the most comfortable.
See also: Why do cyclists prefer messenger bags over backpacks?
For straps, ensure that the bag has a cross-strap (that loops around the other side of your body to the bag), or it will be forever falling off/moving to your front.
For size - I've had a Timbuk2 Medium Messenger, but currently get away with a Timbuk2 Catapult. Certainly this manufacturer has a huge range of colours available, and being able to pick a nice one is a bonus - but it's really the design/comfort (they really think about them being for cyclists) and quality of the product that I was interested in.
Water resistance is an important factor, but it depends on how long your commute is, where in the world you live and whether you're a fair-weather cyclist or not ;-).
It must be comfortable against you. Some bags have more padding than others between it and you. Similarly, if you sit relatively upright or will use it off the bike, a padded strap might be a good idea. If it has a really waterproof, plasticky body, you will sweat buckets against it.
If you intend to take a laptop or tablet, you may want a bag with a dedicated (possibly also padded) section. You may want a zipped up area for various bits and pieces. For bigger bags, you'll definitely want to remove some items from your jersey pockets and place them in the bag. Finally, may want separate sections and stitched pockets for phones, mp3 player, pens, food, wallet, etc. It depends what you take to work and what you leave there. I travel as light as possible - others don't have that choice.
I'll add a dissenting opinion. A single strap bag is fine, and the second strap is not required. I've used several, and simply tightening the strap has always been enough to stop it moving around, even at 35 or 40km/h.
Naturally, the weather resistance, size, and comfort concerns that the other answers mention are worth considering, but something important and not yet mentioned is to look very carefully at the quality of the stitching on the bag, especially the seems where the strap meets the bag. For instance, many laptop style shoulder bags are not well put together here, and will begin to fray or rip pretty readily, especially if you pack it too full or put too much weight in it. Look for something with quality construction, and pay more if you need to! Having your strap fail (or even just start to fail) is no fun.
