I was too anxious to even set up my voicemail (ie. record an answering message), and you can't retreive messages until it's fully set up. Message2txt gets rid of the voicemail altogether, but then people ringing you only have about 10 seconds to record a message.
I can't leave messages either. I dread getting put on the spot to say stuff after the beep. I either hang up and call back later, or if I have no choice I spend time rehearsing what to say in the message.