After a brief review of the transport and thermoelectric properties of filled skutterudite antimonides, we present resonant ultrasound, specific heat, and inelastic neutron scattering results that establish the existence of two low-energy vibrational modes in the filled skutterudite LaFe3CoSb12. It is likely that at least one of these modes represents the localized, incoherent vibrations of the La ion in an oversized atomic “cage.” These results support the usefulness of weakly bound, “rattling” ions for the improvement of thermoelectric performance.