If they are calling without an expectation that you always pick up (such as if you are a business coach or a one-man shop) then thanking them for calling might make the most sense.
Going away for vacation or leaving the office unattended shouldn't stress you out. That's why OnSIP designed voicemail greeting setup to take only a handful of steps.

We’re keeping it simple with this one. Just a few basic elements to help you get started. As long as you know who your audience is, the message you wish to convey, and the information you need from the caller, the rest should fall into place quite nicely. Let’s face it, a voicemail greeting for a lumber company will probably be different than that of a psychologist’s office. One greeting is aimed at securing potential customers, and the other is geared towards appointments, more or less. Once you are certain who your caller is, the better your voicemail. Center on your audience, first and foremost. Knowing what to relate ensures that your caller will leave the right message. For instance, if you’re a retail store, you would include your hours of operations, and perhaps any specials that you’re running. If you are a therapist’s office, then you’d need to include an alternate number in case a patient is having an issue and requires immediate help. Again, this will vary depending on the business. Here, a therapist would definitely request the caller leave their contact information. However, a retail store chain might not request that. There are also complex voicemail systems such as those used by mobile phone services, which ask you to press a certain number on your phone, where you are asked to leave your account information. Again, as you can see, it all boils down to the demographics of your callers, and what you need from them to conduct the best business possible. Depending on the situation, your caller might be in a good mood or not. In either case, they’ll probably be eagerly awaiting your call. So, it stands to reason that you only promise them a call back if you can deliver. In other words, if you’re a small shop and you’ve decided to close due to a much-needed sabbatical, then don’t leave a voicemail greeting where you promise them to call right back. However, if you have an active customer service staff, then you can promise to return their call within the same day.
You can also erase any of your existing recordings associated with your voicemail box. To delete your name recording, unavailable greeting, or temporary greeting: Dial *98 on your OnSIP-registered phone. Enter your voicemail box number. Enter the PIN/password for your voicemail box. Press 0 for voicemail box options. Press 1 for unavailable greeting, 2 for your name, or 3 for temporary greeting. Press 2 to delete the existing recording on file.