Before I get into the details of this, let's spend a little bit of time talking about answering machines. The point of an answering machine, whether it's said on the recording or not, is to leave a message with enough identifying information that a call can be returned, or that a topic can be addressed. It's nothing unique and everybody's answering machine is the same (for the most part) in that regard.

Some answering machines essentially have a different purpose. Some are there to inform the caller of 'important' information. Some are there to serve as a screening device. I personally do not approve of the latter use, but that's not the point of this soap box speech.

So, with the common understanding of an answering machine in mind, let's get on to the actual message that you should leave (and the smart thing that I learned from my grandmother). Since the point of the answering machine is to gather information so that a call may be returned, information relayed, or some action to be taken, then you shouldn't have to say any of those things in your message. Also, it's a machine you're talking to, so don't get too personal with it.

Just call, say what you're calling about, and hang up. That's right; just hang up. We're going to examine a couple good and bad examples of messages.

Good

This is Pedro. I'd like to know when you're coming to visit.
<hang up>

Bad

Hi, this is Pedro. I'd like to know when you're coming to visit. So, uh, call me back so I can find that out. Okay, bye.
<hang up>

Good

Hey. Please bring me my video that you borrowed to work tomorrow.
<hang up>

Bad

Hey Maria, this is Pedro. Remember how you borrowed that video from me? I was wondering if you could bring that to me tomorrow at work. Let me know if that would be alright. Cya.
<hang up>

Why bother saying goodbye? The message is over, it's not like they're talking to you on the phone, and they need some sort of finishing comment. "Wait, he didn't say goodbye, so the message must not be over!" If you at any point said that to yourself while reading the good examples, please stop reading right now, and proceed to impale yourself on your answering machine. That's just dumb.

Say what you called to say, and finish the call. That's it.