Jesus heard a voice saying: 'Thou art my beloved Son, with thee I am well pleased...

During Jesus' baptism, a voice was heard saying "Thou art my beloved Son, with thee I am well pleased". This event is recorded in the Gospels of Matthew, Mark, and Luke. It was a pivotal moment in Jesus' life, marking the beginning of his public ministry. The voice was identified as that of God the Father, affirming Jesus' identity as the Son of God. This event is significant to Christians because it demonstrates the divine nature of Jesus and highlights the importance of baptism as a sacrament in the Christian faith. Therefore, Option A, baptism, is the correct answer to this question.