I haven't changed my hoses but I don't think it would be too messy. It is just gravity flow of fluid coming out.
After any brake work it would be good to monitor your fluid level to make sure it is buttoned up tight. Brake fluid level is not like engine oil level. If brake fluid level drops, something is wrong and you must find and eliminate the leak pronto. The worst you should see is the fluid gradually turning brown in color and then you get to use your new speedbleeders again!