Chris Brogan has some interesting suggestions on how to get everything on your plate done. He calls it Scaling Yourself.  I would add voice mail management to his list. Nothing frustrates me more than getting a voice message from someone that just says "please call me".  This gives me no information on how important the request may be or whether I can resolve it with a phone call. I update my away message daily in my voicemail system and I indicate when I will be making call backs. At the end of the message I ask the caller to briefly state the purpose of their call and give them the number of my admin assistant if they want to schedule a meeting. This gives the caller some options and may eliminate the need to leave a message.

When responding to voice mail, I attempt to completely answer the caller's request and avoid another call. When I do find myself playing 'telephone tag' where I am trading voice messages back and forth, I will only do this twice. The third time, I will suggest a couple of times that I will be at my desk and request that the caller pick one of those times for us to speak.