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You use messages for many-to-many communication over ROS Topics, whereas Services provide Request/Response communication.

So both could be used what you try to do, depending on your actual use case.

See the Tutorials Page on the ROS wiki, especially the Beginner tutorial sections 10. for creating msgs and srvs, 11-13 for Topic communication via Publisher/Subscribers and 14-16 for Services. From the explanation there, the differences should become clear.