A friend, shortly after her divorce, recorded,

Girls up at Cripple Creek 'bout half grown
Jump on a man like a dog on a bone.
If you want me to know you've phoned,
Leave your message at the sound of the tone.

Another friend got his girlfriend's assistance. It went:
GF:"Hello?"
Silence for a few seconds
GF:"Bruce isn't here right now."
Silence for a few seconds
GF: "If you'd like to leave a message, wait for the tone."

They had it spaced out exactly right for the caller to say, "Hi, is Bruce there?" and then start to say, "Will you ask him to call..." before being cut off by the final line and realizing it was a recording.

Then there's Heather Alexander, who demonstrated her phone message on a live concert tape, to the tune of "Heather on the Moor":

And it's Heather on the phone, always Heather,
Try to talk to Phil and you still get Heather;
You know the game, please leave your name,
And a mesage here for Phil or Heather,
And it's Heather on the phone.

I just include all family members, including any pets we happen to have. You never know who's going to call.