Enter your voice mail, *86 and if you listen to opions they give you there is one where you can message someones mailbox, you enter their mailbox number (phone number) and then record, send options are also available - at least that's how verizon has been for a while.
EDIT: there is also apps such as call blocker and even options on your X to send directly to mailbox, but without an app they have to be listed as one of your contacts and set up that way. For inbound calls only though.