I'm not sure how great your luck is going to be finding this sort of work, especially in a metropolitan area like Chicago. I used to live in New York City, which is similar to Chicago in many regards, and messenger jobs really weren't all that common.
The most similar, fairly abundant work you might be able to find is that of a delivery guy for restaurants or grocery stores. They're essentially messengers, but instead of information, they send delicious food! Almost all delivery people in my neighborhood rode bicycles.
Actual "messenger" work exists where I currently live, but it's because I live in a rural area where that sort of work is still required. Good luck on your hunt! Sites like Craigslist would probably be your best option.