Under "Settings" and then "Messages" on each device (in this case, your iPhone) you should be able to enter your preference. I believe the iPhone defaults to your phone number, but as I am using Messages Beta now instead of iChat, I typically send from my .me account when talking to other friends with iOS or OSX devices.
The reason I do this is for the continuity of conversations across devices.
Check out your settings under "Receive At" under the messages preferences on your iPhone.
I hope my limited knowledge and experience helps a bit.