If you are going to use your own phone to record your greeting, be sure to use a land line. Cell phones can’t always be trusted to produce a high quality sound and often the callers will hear distortion, static, or flight information in the background because you decided to record a new message while waiting for your plane at the airport. Always use a land line in a quiet setting to make your recording.
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.

VirtualPBX provides every extension owner in your company with custom routing. If the employee isn’t available, the call will go to the personalized business voicemail account for that employee as a result. In this way, each employee can have a business greeting for callers. Similarly, you can set up voicemail boxes for departments or your company as a whole. Even if the call goes to a phone that already has personal voicemail, we can make sure your business calls only go to your business voicemail system. People that call the employee’s number directly get personal greetings, those that go through VirtualPBX get a business greeting.
A word of warning: These greetings will not do you any favors if you're in the midst of a job hunt or work in a conservative industry. Always remember your target personas. If there's a chance they won't appreciate your sense of humor, opt for a straightforward greeting instead.