More to your first question. I think it might be easier to ask: "Is substance X messy?" How do you draw such a line? Does the line even matter?
I think for some people who are in it for the mess, whether or not something is "messy" might be an important question to ask. Personally, I'm in it for the submissive elements, so the mess -- while preferred -- isn't absolutely necessary.
I imagine you could figure out if something is messy the same way you figure out if it's hardcore porn:
I did a reverse image search on google (drag the image into the search bar on images.google.com) and found that it's from something called the Autobrite Snow Foam Lance: