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We consider the problem of delivering m messages between specified source-target pairs in an undirected graph, by k mobile agents initially located at distinct nodes of the graph. Each edge has a designated length and each agent consumes energy proportional to the distance it travels in the graph. We are interested in optimizing the total energy consumption for the team of agents. Unlike previous related work, we consider heterogeneous agents with different rates of energy consumption (weights w_i). To solve the delivery problem, agents face three major challenges: Collaboration (how to work together on each message), Planning (which route to take) and Coordination (how to assign agents to messages). We first show that the delivery problem can be 2-approximated without collaborating and that this is best possible, i.e., we show that the benefit of collaboration is 2 in general. We also show that the benefit of collaboration for a single message is 1 / log 2 which is approximately 1.44. Planning turns out to be NP-hard to approximate even for a single agent, but can be 2-approximated in polynomial time if agents have unit capacities and do not collaborate. We further show that coordination is NP-hard even for agents with unit capacity, but can be efficiently solved exactly if they additionally have uniform weights. Finally, we give a polynomial-time c-approximation for message delivery with unit capacities.