I can't help with your current problem, but I can tell you that they have been great with me in the past for exchanges. I went from the G1 to the Cliq to the myTouch 3G Slide and finally to the G2. The most I ever spent out of pocket when going to a different phone was $100, and they were always more than happy to put it on my account. If you explain the situation calmly and treat your CC rep with respect, they generally will help as much as they can. Good luck!
Thanks cagirl573! Did you speak with someone at CC about exchanging over the phone? Or did you do it in person at a TMo store? I'm just afraid I'm going to get another G2 that's totally janky, and have to start all over--I kind of want to avoid that and just get a different phone altogether--one that I haven't heard of having a ton of issues like this--if Im going to have to start from scratch with a new phone and such.
Brandi and Coogs:
Since voice mail is handled in the T-Mobile network, this problem would have nothing to do with your phone. To test this, turn off the phone, and have someone leave you a message. Then try to retrieve the message by calling your cell phone number and pressing '*' when your message starts. The voice mail system should then ask you for your PIN, and then tell you whether you have a voicemail or not.
If you do this, and you can retrieve the voicemail in this fashion, then when automated operator asks if you want to save the message or delete it, leave it in your inbox (press # when it asks you to save or delete). Then turn your phone on, and press the the voicemail button to try retrieving the message. You should be able to do it.
If you do this but when you call in to your voicemail box from a landline, your voicemail says it's empty, it is definitely a T-Mobile network/voice mail system problem. Call Customer Service and ask them to delete your voice mail box and recreate it, and see if that fixes the problem.
Again, your handset has nothing to do with your voice mail; it is stored in the T-Mobile network on T-Mobile servers (or their outsource provider, however it is set up).
One other thing to check with TM Customer Service on the phone: go to Settings/Call Settings and ensure that your Voicemail service and Voicemail settings are correctly set, as well as your Call Forwarding settings (they should be forwarding busy, unanswered and unreachable calls to the same number as the number in the voicemail settings.