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.
The bottom line is that a business’s situation is likely to change often and rapidly, each of which need a unique and applicable voicemail greeting to cover the circumstances and timeline. For example, callers shouldn’t reach a business-as-usual voicemail, and therefore expect a return call within the business day, if the subject they’re calling is out on vacation for two weeks. Such a lack of communication is a recipe to lose that caller’s trust and tarnish the brand’s reputation.

Customer experience is today’s business battleground. At a time where it’s common for even the most established businesses to deliver poor service, incompetent support, and just outright bad communication, how do you stand out? As big companies fail in the customer experience department, doors open for small business owners and entrepreneurs to distinguish themselves.
The voicemail greeting is an important element of your business’ phone system because it is often the first impression of your business that customers will have. Creating a really good voicemail greeting is a unique opportunity that you can use to impress customers by putting your best face on, while increasing the chances that you’ll retain their business in those times …