We have caller ID on our phone. If we don't recognise the number we just let it ring.
If it really is someone who needs to talk to you they'll leave a message.
Had to laugh last weekend though, got home to find a message from my MIL saying "pick up one of you!" It was Saturday lunchtime and it hadn't occurred to her that we might actually be out.
Edited: 23/11/2012 at 16:06