I've heard that it works if you call kind of sternly, like a creditor. I tried it once in a call session and got 50+% callback ratio, but none of them were viable anyway, so I guess you need to weigh the worth of getting callbacks that aren't worthwhile. So you've now wasted the time for a vm as well as a followup call. But if your goal is to track contacts and pre-qualify them once and for all, that will help. 

Here's what I used (again, not friendly and enthisiastic, but very monotone and professional, and it worked):

"Mr. Prospect, this is Mr. Advisor. I need you to return my call please. 111-111-1111. Thank you."

If you want to leave a VM I would say don’t try to trick them into calling you back. That way if they do call you back you know they are interested.
If I get the gate-keeper I ask for their VM and wait for message to play and then hang up (no message). My wife is a gatekeeper and said if people ask to go to VM she watches for about 3 seconds to see if they really might be leaving a message, if not then they will never get through (if she recognizes the # or voice).
Yesterday I asked for the exec’s VM and was told “he just has me take his messages”, so now I was kinda stuck. So I left my name, company, phone number and said I was just touching base with him. Well hell must have froze over because he called at 9pm and left a message stating he got my message and for me to call him back, and left his cell phone number.
Does it happen? Yes. Does it happen often or even rarely? No. But when it does, you know you have a prospect.

"This is John Doe at XYZ Co. Please call me at at 123-456-7890 (you could add at your earliest convenience but that is normally said by call center people)."

Most business people aren't going to call you back anyway, if you leave them a message 3 times and if they listened to it then they'll hear your name. Maybe on the 4th call you get a hold of him and you tell him who you are then maybe he'll already be a little familiar with your name and firm. Leaving a VM is cheaper than sending a mailer with your name on it and less time consuming. Also, most people throw mailers away without looking at it anyway.

That's just one take on it.