Demand Response (DR) is considered an effective mechanism by utilities worldwide to address demand supply mismatch and reduce energy consumption, peak load and emissions. Consumer participation is central to realize the full potential offered by DR programs. The communication between a utility company and consumers participating in DR is through DR messages. However, despite the importance of DR messages in the context of residential DR programs, only a limited number of relevant experimental studies have been reported in literature so far. To address this gap, in this paper, we report findings from 6-month long DR field trials involving residential participants in Lulea, Sweden. The trials specifically focus on four aspects related to DR messages - notification mechanism, message type, associated incentive, and participation feedback. The primary outcome of these trials is a set of guidelines and recommendations for design of effective DR programs.