I used to have the most awesome Fake Message on my answering machine...I do a pretty good McEnroe imitation and it would go something like this (I got the idea from a joke book):

*ring*

<Machine picks up> "Hi this is John McEnroe, and I am here to tell you that...DA BURGLAR ISN'T HERE!!! CAN'T YOU SEE?!?! WHAT ARE YOU BLIND!?!?! HE IS CLEARLY OUT....HE IS NOT IN.....WHAT A STUPID CALL!!!!"