Milk in a bag is actually quite mess-free. It's really no more messy than a carton - potentially. The handle on the jug that you place the bag into is easier to grab for a smaller hand, but the whole thing can be a bit heavier since it has about 1.3L of milk when full. But the difficulty is of course relative to whatever size/weight of containers you're now getting.

The drawback is that there's no real way to seal the bag after it's open. So if you were to drop the whole container on the floor, that would be a mess for sure.

Personally, milk quality and recycleability aside, I quite like the Tetra packs I've used in Portugal. I've not actually noticed the milk being inferior in any way, but recycling of the tetra packs may not be available in all areas. Really convenient to be able to have milk on the shelf outside the fridge. Same re-seal issues with this type of container too - drop it and there will be some mess.