What exactly do these mess dues get you? And what exactly goes on in said mess?
A mess is much like a traditional club, of the type not often seen in civilian life anymore. There's usually a place to relax (something like a living room), a bar, often games (pool, darts, video games), often a dining hall. The extent of the facility depends a lot on where it is. In an armoury it's not much different from a pub in most ways. On a base it might include the main dining room and/or quarters for that rank group.
Membership (which is generally compulsory) gets you the use of the facilities and the right to attend functions (which others have described in this thread). Drinks tend to be cheap, and for certain occasions free. Sometimes there is free food as well, e.g. finger foods during a sports event. Some messes will have very impressive a formal dinner (a "mess dinner") from time to time.
I'm aware there are separate messes for Officers, NCOs and NCMs but are they messes for the base? For each unit?
In my experience most bases will have one mess for each rank group (officers, warrant officers and sergeants, and junior ranks). In some cases individual units may have their own messes. For example, at CFB Gagetown there is an officers' mess for all officers, and the RCR Battalion on the base has its own officers' mess as well. I think single-unit/regimental messes were more common in the past.
In armouries with multiple units I believe it's customary to have a single mess in each rank group for all of the units.
In some cases different rank groups share a mess, e.g. I know of one armoury that has one mess for officers, warrant officers, and sergeants and another one for junior ranks. CFB Greenwood has one mess for everyone but each rank group has its own spaces in the building. The dining hall and some facilities are shared.
