At the time of your initial question (before iOS 7 was released) I was able to play to multiple devices and control their individual volumes using the Remote App (downloaded free from the App Store). The downside of course was that if you opened an App like Pandora or Spotify you could only play through one device at a time, but so long as the music was in iTunes on your iOS device or in iTunes on your computer, you could play through multiple speakers using the Remote App on an iOS device.
As you can imagine, when iTunes Radio was announced, I though this would be the answer to the Spotify and Pandora problem I was having. I was hoping to have a free radio software that I could play throughout all my airplay devices, controlling them all from my iOS device. Instead, Apple removed this exquisite functionality from the Remote App and now I can no longer control the music on my Apple TV, Apple Airport Express, and MacBook Pro from my iOS device.
I'm hoping this functionality was just something overlooked during the latest updates of iOS 7 and Mavericks and that it will be reinstated soon. It was a very useful and powerful functionally that motivated me to purchase more apple airplay friendly products. Now I wonder if there is a better non-Apple alternative.