How do I show if I am the BCC'ed recipient in Mail.app?
(Sorry for the lack of screenshots; I'm writing from a Windows machine right now)

Go to Mail > Preferences > Rules

Click "Add Rule"

For Description, enter "BCC"
For the conditions, select "Any Recipient" "Does not contain" and enter your address in the third field
For action, select "Set Color" "of background" "Purple" (or whatever color you chose)
and click OK.

From then on, incoming messages not sent "To:" or "CC:" you will be marked in that color.