Hello there - my ds is 7m now. We waited till he was 6m, and we're doing blw.
Yes, it is messy, but then purees are messy too. It's so much easier just being able to feed him what we're eating, and I don't have to take anything special out with us when we're going out for the day.
I also find he doesn't have much of a problem with lumps so far. He gags sometimes, but that's part of the process of learning to eat and move things round his mouth (and being able to eat lumps is very valuable for speech development, apparently, something to do with the muscles used). I wouldn't say that's the same as nearly choking, although it can be a bit worrying the first time you see it.
Waiting and BLW is just easier I think. I did the same with my dd, who's now four yo and is a little angel with her food (not with anything else, I must add). She's comfortable with new food, no fads, no messing about, no fear of foods or textures. I'm hoping my ds will be just the same.
Like twolittlekings says though, you know your baby best, and you do what's best for you. And if that's a mix of purees and blw, then go for it.
As far as waiting is concerned, the 6 month mark is recommended by health professionals, and does seem to be backed up with the latest medical research, so that's what I'd go with.
This is a bit of an epic, isn't it. Sorry it's so long - hth!