If you're a VoIP user then its your lucky day. MotionApps have released mVisualVoiceMail which allows you to view each of your voicemail messages in a list and choose which ones to listen to!

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mVisualVoiceMail will filter and download all the voicemail messages you receive on your smartphone as e-mail attachments from your VoIP provider or company PBX and display them in a single list enabling you to select the exact message you want to listen to.

Your voicemails will be displayed in an easy to manage list, with all the relevant details about the message: caller name, phone number, date and time the message arrived. 

For moer information visit the mVisualVoiceMail webpage here.