Interrupt that annoying voicemail greeting from Silicone Sally “When you’re finished recording, you may hang up or press 1 for more options” routine, and instead skip right to the beep:
Verizon or Cingular: press *
Sprint: press 1
T-Mobile: press #
This requires you know which carrier the person you’re calling uses, so it’ll only work reliably for folks you leave messages for a lot.