I guess that I like to see the mess applied by someone else. Whether that person is onscreen (as in a 2-girl piefight), or offscreen (mess thrown or dumped by someone off screen), I generally tend to like it better than self-applied. Maybe that's to add to the humiliation (in my mind), rather than "I'm enjoying smearing this on my body".
There are always exceptions. I love *however* Mrs. Bee, or PGKay, or Uncle H's Melissa, as well as some others get messy; other-applied or self-applied! I also like the scenerio where the lady has been pied, gunged, etc., and she basically says, "If you can't beat 'em, then join 'em" and pies herself in resignation.
And of course, I'd enjoy it most, if I was the one doing the throwing/applying!
I think Doctor Z has the right answer, although I would like to see a few sessions where in one clothed girl is "accidentally" knocked into a mud pit (or something like it) and is completelly submerged. Of course, the second or third or forth...is eventually also involved, ending in a complete naked free for all...Ariel, Jayce, Jilly...are you listening? Just an old fat mans idea of good clean fun.