To my knowledge, yes, this is impossible. Your primary iMessage account is your AppleID account, so as long as you all share the one AppleID, then all messages will appear on all iOS 5 devices using that AppleID for their iMessage account.
The only thing to do is have people set up their own iMessage ID. They can stil then set up unique "receive at" addresses, but these are really additional addresses for messages to go to, and do not get around the fact that the account itself is defined by the AppleID.
P.S. there is nothing stopping you from using the one, common AppleID for the iTunes and app store, then setting up a new one and just using that for iMessage.