I remember turning off the feature in my voice mail that would automatically log me in if I called from my home phone number.
Since this auto-logon is done via caller id it is NOT at all secure. There are simple services out there which enable you to look like you are coming from any number at all.
This came to light with the Paris Hilton fiasco. Hackers immediately tried to get into the voice mail of Paris and the other celebs that she had in her address book. They got into Vin Diesels, took the saved voice mail, and setup a new voice mail message. Who knows who else they did that too? :)
So, turn off auto-logon on all of your voice mail systems (in fact, the option should probably be taken away by the carriers. I know it is convenient, but it is just not safe).