I just found out from a friend of mine who is a regular caller that pressing "1" during an OutGoing Message interrupts the message and sends the caller directly to the tone. It works for my answering machine. I called two other friends to try pressing "1" during their recorded messages: it skipped the message on one machine but not the other.
Time saver tip:
A recorded message may not give you a menu of digits to press, but if you want to skip the message, try pressing "1".