Think of it as planning ahead. The drawbacks to voice mail are that it costs more than just the phone line, and your outgoing messages may be limited to a minute in many cases. Some voice mail services offer that feature, but most don't. It's also getting harder to find answering machines that will do this also. There are various solutions to that problem, though.
Phone lines are complicated.
One could give an entire workshop on this subject alone, because of all the different options and services. Most likely you will want your service to be cheap. If so, you should get a residential line. The only drawback is that you cannot be listed as a group or organization in the directory. To do that you must get a business line or call-forwarding, but such service is usually much more expensive.