I leave Cellular Data turned on all the time. Don't get many voicemails, but did notice the charge once or twice. It wasn't much $$. Hangups are free .

It seems that with the Cellular Data on, the system pings your phone and knows it's international and then when you aren't charge for the incoming call, but charged for the switching from your phone back to voicemail in the states. At least that was how it was explained to me by AT&T.