Always provide enough information. If you are just calling to supply some data, be as complete as possible and mention that it's not necessary to return the call unless there is a question. If something demands immediate attention, explain the urgency in detail, along with any specific decisions that need to be made. Speak clearly and slowly so the other person can write information down. If a client has to call you back because they can't understand your message or a telephone number, you've just wasted everyone's time.
Nothing is quite as frustrating as having to wade through useless information on a phone message.
Get to the point immediately. Keep your message short - always under a minute. If the subject is complicated, ask for a call-back. And always give the best time to get back to you. Don't pick up the phone every time you have a question for your client.