'Do you prefer panniers, backpack, messenger bag or something else for your commute"
Mostly messenger bag. I don't usually carry much to work, I keep clothes at work and take them to the dry cleaners around the corner. The advantage is I can use it on any bike. If I stop to pick up a pastry on the way I've got my wallet and everything handy.
Panniers if I want to go shopping on the way home or carry my laptop (although I also use the messenger bag for the laptop) and also if it's really hooning it down- can't get a cape over the messenger bag!
Have been known to use a trailer if I'm picking up something on the way home or collecting something bulky from work.
I used a saddlebag once, an old one with straps and buckles- not ideal at is was a bit of a job to remove it but it would work if I got a quick-release one.