Visual Voicemail with let you archive messages
Visual Voicemail will let you "archive" messages saving them to your SD Card. This is a Verizon service that adds $2.99 a month to your service. However, others have reported that the service is being offered free with the Droid. I use Visual Voicemail with my corporate account so I can't really tell if there is an extra fee. The only problem with it currently is that the volume is really low when playing back messages. I love it since it lets you manage voice messages as if they were emails.