When I was in NZ, my voicemail had me clearing my throat, reciting the full two verses of Old King Cole, followed by "Thanks. Leave a message." It was great. Nothing will ever top it.

However, I always enjoyed that used by my Aunty Di at one point...

"Hi, I didn't pick up the phone because I'm avoiding someone. If I don't call you back in five minutes, it's you."

There's also this list, which includes the message which inspired De la Soul's song of the 80's (or was it 90's?), Ring Ring Ring (Ha Ha Hey).

EDIT: Another idea is to make your message full of beeps and not much else, so they have no clue when to start talking.

EDIT: Oh hey that idea is on that site too. Go figure.