Gmail is starting to remind me more and more why I like free software so much: I want the ability to hack it to do what I want. The feature I'm desperate for is to have it use specific email addresses with specific people: dedasys.com for most correspondence, gmail with family, maybe hecl.org for that mailing list, and so on. Sure you can change it manually, but it's a pain in the neck.
The reason I don't run my own email any more though, is that the real killer feature of gmail is the spam detection. That makes me willing to put up with their control of my mail.
I used to work at a local ISP that outsourced spam filtering to Postini (before it was aquired by Google). It was a really impressive service at the time, and I imagine it's improved since then.
At least Gmail, unlike Yahoo Mail (which I’m currently stuck with), allows free POP and IMAP access. If Gmail doesn’t support something, you can hook whatever email client you want to it. There is probably an open-source mail program you can write a plugin for to do what you want.
Why not pay the $20 or whatever fee for Yahoo Gold and have it forward for you? Then you can switch to a different service, Gmail if you wanted. You'd probably be a lot happier in the long run if managing your email is a pain right now. And Gmail can forward your stuff for free.
Actually, I found a script that claims to do exactly what you need! http://userscripts.org./scripts/show/71859 It says you have to edit the source to change which emails go where, but it seems much better than nothing.
The reason I don't run my own email any more though, is that the real killer feature of gmail is the spam detection. That makes me willing to put up with their control of my mail.