Yes. Find out about the legalities first. I believe in most states it's legal as long as one party (namely, you) know the call's being recorded. In some others, both parties have to know. Federal law requires that at least one party know, so it's not a restriction on you if it's an interstate call.

http://www.aapsonline.org/judicial/telephone.htm
http://www.callcorder.com/phone-recording-law-america.htm

Beyond that, I think an answering machine is your best bet.