Sean Alexander blogged about some freeware called Callwave for your cell phone.  It takes over your voicemail from your service provider and sends you an email and a text message when you recieve a voicemail and/or a missed call.  They also have some software you can install on your PC or Mac.  If you are running Vista, they have a sidebar gadget or a Mac widget that shows how many voicemails you have and from who (just like the visual voicemail from the iPhone).