I've got three Macs - a laptop at work, laptop at home, eMac at the studio - and they all have my three email accounts loaded in Mail. One IMAP and two POP. I can't send from the IMAP account unless I'm on campus (on their network ports).
I want everyone to start responding to my Gmail (pop in Apple Mail) account, so regardless of which server the messages come in on, I send them out with the Gmail address, from the Gmail address.
I have never had a problem in three years and I think I'm running a pretty complicated setup. Or, at least one that could easily be prone to confusion.
When I ever need to differentiate messages, I just tip the Inbox and select one server at a time and thus only see the messages on that server. Perhaps you could name the accounts better and that would help?
Or perhaps, use different clients for different accounts? As in, your work accounts all go to Thunderbird and your personal accounts to Mail?
Hmmm... the more I think about it, I guess it is a reasonable request. Maybe like another poster suggested, Smart Mailboxes could straighten things out.