Currently it's the basic, functional "Hi, you've reached Christopher Walsh at [my phone number]. Please leave a message and I will get back to you."
But it's more amusing, to me at least, to share my phone message for a brief time in college. I borrowed a dormmate's The Doors CD to do it:
Jim Morrison: Hello, I love you won't you tell me your name?
Me (as suavely as my 19-or-so-year-old self could do): Mine's Chris. What's yours? Leave a message.