There are many examples of Messi not playing at his normal level in big games. I'll just list the two most dissapointing ones that made me angry with Messi - Barcelona vs Chelsea 2008/2009 champions league semi final both legs, Barcelona vs Inter 2009/2010. I thought he turned a corner against Arsenal when he shined in a truly big champions league game, but he went back to his old self against Inter. The strange thing about Messi is that in his first few years he was a brilliant big game player and scored 3 against Real Madrid and shined against Chelsea in the first leg of the 2005/2006 champions league last 16 game. But it seems that as soon as he became the main man at Barca, his performances in big games went down.
When Ronaldinho was the main man, Messi was brilliant in big games. But now that Messi is the main man, he often hides in big games. For me, Ronaldinho from 2004 to 2006 was much better in big games than Messi is right now. Ronaldinho handled the main man tag in big games better than Messi does now. Ronaldinho confidently scored his penalties whereas Messi tentatively hits his penalties and hopes the keeper goes the wrong way. But in fairness to Messi, he seems less distracted by partying and other things that derailed Ronaldinho. But maybe Ronaldinho's energetic personality and partying tendencies helps explain why he was so good in big games - He loved the big stage as much as he loved a big party.
Ronaldinho scored a hatrick against Real Madrid while he was the main man and had the pressure of being the main man. Messi scored his hatrick against Real Madrid when he wasn't the main man so there was no pressure on him. But I have to say Messi handles the small games better than Ronaldinho did, and since there are more small games than big games, Messi is more consistent than Ronaldinho was. But then again Ronaldinho's game was more about passing than scoring so he might not have scored as often as Messi, but he was still consistently brilliant at passing and controlling the game like a playmaker.