There are various methods of transferring different songs to different iPods with a single iTunes library.
One is to
manage the songs manually.
With this setting, you can drag and drop songs/playlists etc onto the iPod from iTunes, and also delete and/or edit songs which are currently on the iPod without affecting the iTunes library.
If you wish to keep the convenience of automatic sync, then you could set the iPods to sync with "selected playlists". This setting can be found in the iPod summary screen under the 'music' tab. With this setting, different playlists can be transferred and later deleted from each iPod without affecting any playlists stored in iTunes or the playlists on the other iPods.
Also, on the 'summary' main page you will see the option to "only sync checked items". With this setting selected, if you remove the check marks from any songs in iTunes, they will not be transferred to the iPod. You can restore the check mark if you want to put the songs back on the iPod at a later date.
Be aware that when playing songs in iTunes, any songs that do not have a check mark against them will be skipped over and will not be played.