Well Vonage and Axon serve completely different functions. Vonage is essentially a VoIP service that is marketed like a normal analog home-phone service.
IVM is perfectly capable of answering calls and receiving a 7 digit input on its own, you wouldn't need additional software like Axon for this kind of set-up.
It basically comes down to what phone service and/or hardware you want to use.
An analog phone service (the one you get from your local telephone company) is probably going to be more expensive than a VoIP service, but if you already have a line or if you're new to the VoIP scene, it may be a good option. It's also ideal when the internet connection at the location is non-existent or poor quality (such as wireless).
You can interface IVM with an analog line using one of two methods:
1) Buy a TAPI compliant voice-modem at your local computer shop (note: must be 'voice' capable, not just data/fax) - About $35; OR
2) Buy a TAPI compliant professional telephony board (better quality) - Starting from about $200
A VoIP service can connect to IVM directly over the internet without any hardware purchase necessary. Most services that use an open SIP connection will work (although not all), however many of the closed/proprietary services like Vonage or Skype are not as straight forward to connect. If you do go with VoIP, basically you juse need the username, password and registration server for your VoIP account, and IVM will take care of setting up the rest.