To be honest "choosing" voicemail is something that has never once crossed my mind. It has always been "just there" as a part of every cell phone I have ever owned.
Plus, there's really no option for non-centralized voicemail to choose from. I can't replace my AT&T mobile's voicemail service with an answering machine box that I keep on my desk. Your only option is centralized voicemail. So, obviously everyone "chooses" it.