If you are on Sprint and have the 4S, you DO have visual voicemail. You just haven't set it up. Open phone app, tap voicemail tab, let it dial in and set-up your voicemail, as you need to do when you get a new phone. Next time you go to the voicemail tab, it'll be active for visual voicemail.
+1 mine. My visual vm is also working on Sprint.