Yep. From around 1983-84 to 1995-96, you take Messier over anybody, excepting (and even then not always) Wayne and Mario. Especially in big games and in playoffs.
In the late-80s and early-90s, there was general consensus that Messier was above players like Steve Yzerman (who in 1989 had a 155-point season). Messier won two Hart trophies with Gretzky and Lemieux as competition. Hell, the NHL players voted him best player ahead of Gretzky and Lemieux (albeit they did the same, in odd fashion, to Yzerman in 1989). He finished 2nd (to Gretzky), 3rd (to Gretzky & Lemieux), 5th, and 5th in the scoring race.
Messier won the Conn Smythe over Gretzky in 1984, and was Gretzky's equal, more or less, in scoring production through three rounds in 1987 and in 1988. In 1990, as Jeremy Roenick, Doug Wilson, and Mike Keenan will all tell you, he steamrolled the Blackhawks (from a 1-2 deficit in games) to lead Edmonton back to the Finals. He co-lead the 1990 playoffs in scoring.
This is all before he even went to New York, where he became a legend all over again!!
All this being said, I agree with the poster who said that, if anything, Messier became a less responsible defensive player in New York. By then he was a legend in his own time, and without a Sather to reign him in, he took more chances and did a bit less of the heavy lifting. But then again, that's probably fair when you're over 30 and already have five Stanley Cups...