Personally, I prefer to get bulletins when it comes to getting updates or news from those on my friends list. People who send messages directly to my MySpace inbox... usually get the message deleted on my end - or worse, reported as spam.
Messaging is for communication, like email. Being your friend does not mean I give you permission to fill my inbox with news, updates or offers. Thats what the bulletin area is for
Just my thoughts on the topic, and my personal preferences. Great discussion!