There is a fine line between being persistent in pursuing a sales opportunity and becoming a pest. Tenacity will always win out but not if you upset or annoy your prospect during the sales cycle.
Like most sales problems prevention is better than cure. Too often we lay ourselves open to becoming a pest by not setting the expectation of what we are going to do in the sales process, and how we are going to work, with the prospect. In most sales processes it's not a one step process, follow up is needed. Perhaps the prospect asks for information, a call back or maybe later in the sale you have submitted a proposal there are many scenarios where we have to "get back" with the prospect.
Whenever your sales activity requires a next step you need to be assertive with your prospect in agreeing the follow up. "Can you call me back next week" should be responded to with "certainly, let's put a date and time in the calendar for that now" and get the prospect's commitment that they will be there, they will take your call and they have it in their calendar too. Otherwise why are YOU agreeing to call back?
What happens instead is that you loosely agree to call back / follow up. When you do, the prospect doesn't take the call or they are out or you leave a message. You don't get a call back, so you call again. A few calls and messages later and you have still not spoken to the prospect but you have (in perception or reality) left so many messages your prospect thinks you are a pest and now they definitely don't want to work with you.
Don't put yourself in this position, book follow ups assertively and always think twice before you leave a voice mail message.