OK, a couple of things that may help a few people, I know these don't solve all concerns, and still mean you have to manage more than one account, but I've found them helpful:
1) Though you cannot merge your old Apple ID with a mobile.me address, with iCloud you can now change your old Apple ID to a new iCloud account, and so assign a new @me.com address to it. If your main concern is that you want to dump your old email adress, this may be a good solution for you. I have done it for all my additional Apple IDs. Here's what to do (what I did):
(note: this may not work with pre-email Apple IDs, convert it to an email one first on the Apple ID page)
a) sign out of iCloud in OSX in 'System Preferences' -> 'iCloud'
b) sign in with your other Apple ID (you may need to verify your email address, it'll send you an email if you do, but give an error message in the iCloud settings, just verify then try again)
c) deselect all services to use, and hit next
d) select to sync mail, when prompted pick a new @me.com address (I went for a slight variation on my preferred address, related to what I use it for, such as myaddress-itunes@me.com)
e) sign out of iCloud again
f) sign in with your prefered account
At this stage, you may need to tidy up your email accounts in Mail app (the account settings in Mail app and System Preferences don't quite sync up right, it seems). Easiest is to remove all iCloud ones in Mail preferences (in Mail app), and then in 'Mail, Contacts and Calendars' in 'System Preferences' switch mail back on for your primary iCloud account.
Forward email from your new address (optional):
g) log in to the iCloud website with you new @me.com address
h) click on Mail
i) click on the settings cog and go to Preferences -> General
j) select 'Forward my email to', and enter your preferred @me.com address
k) select 'Delete messages after forwarding' (optional)
l) click 'done'
(This will not foward email from your @olddomain.com address, this should be obvious, but just in case it wasnt.)
Now you will no longer have to keep using your @old-domain.com email address, and can always sign in to Apple services with an @me.com address (which I like, because it's a lot shorted than my old address, so easier on my Apple TV and iDevices). You will still have two, or multiple, accounts, though. For me I just wanted to get rid of my old email address, and didn't want to set up a gmail account just to accomplish this.
So, now I have multiple iCloud accounts and multiple @me.com addresses, all of which forward the mail to the same @me.com address.
You may choose not to do this, just incase in the future Apple does let you merge IDs, but not if you have @me.com addresses for them (who knows, this might happen, I decided to risk it, though).
2) You can have "secondary" iCloud accounts set up, you can do this in 'Mail, Contacts & Calendars' in 'System Preferences'. This allows you to sync Mail, Contacts and Calendars from multiple iCloud accounts, other features are only available on your primary iCloud account.
You may chose to do this, rather than using the 'fowarding' option above. It may also be a good solution for other situations, though I can't think of any, but thought I'd share this, just incase people weren't aware.