Been using this CallWave Mobile voicemail service for a few weeks now and am really digging it. Made by the company that used to do the "internet answering machine" that would redirect your calls while you were on dialup internet service, but modernized for cellphones. Emails you your voicemails as attachments, sends SMS notifications of messages or missed calls, lets you redirect cellphone calls to a landline or other number, and has a really neat "call screening" feature.
Whenever you get a call that you reject or don't answer, CallWave routes the caller to voicemail and immediately calls you back. Upon answering, you can eavesdrop on the caller as they leave their message "live." If you decide you want to answer, press one and it instantly connects you.
I originally thought the call screening would be more fun than useful, but find myself loving it in practice. It gives you a little extra time to answer the phone before missing a call, as you still have a chance to pick up during the voicemail part. It's also great when you really don't want to talk to someone, but worry the call might be important. (For example: "I don't really want to talk to my mom right now, but I guess I should make sure someone didn't die...") Lastly, it's great fun to hear the confusion in someone's voice when you pick up in the midst of them leaving you a voicemail.
The standard version is free, with the only restrictions being a 20 minute limit on calls redirected to another phone and a 3 minute limit on voicemail messages. (Though I think if someone leaves a message longer than 3 minutes, you probably don't want to talk to them anyways...)
Definitely worth checking out.