I give you http://www.youmail.com/
It allows you to receiver your voicemails like emails, it allows you to block certain numbers from being able to leave you a voicemail, and it allows you to have separate greetings for each number if you wish. For example, for spam and bill collectors I leave an ATT generic error message, leading them to believe that my number is no longer in service.
You can save, download, and archive your voicemails, and you can even share them on Facebook if you'd like. And yes, if you have a smartphone, there's also visual voicemail.
The best part? No stupid menus. You go to access your voicemail on your phone, and it goes into the latest messages within a second. Callers also don't have to wait. It's literally like 'hey this is so and so I'm not around' *beep*
Give it a shot. I swear by it.