There's probably not going to be any really good way to handle these unless you can find enough commonality among these messages that you could set up a Rule to sort them out. A Bayesian spam blocker like SpamSieve can also help to a certain extent since it's more flexible than the anti-junk filters provided by most email providers. One other thing you can do would be to mark senders from whom you wish to be sure you receive and spot messages as "VIPs" and then select to see those in Mail.
iMessages and SMS messages there's pretty much nothing you can do to sort those out other than using the Filter Unknown Senders option in the Messages settings to at least sort such messages into a separate folder.
Regards.