One contact with several numbers - sent messages
When typing in a contact name whilst creating a new message in Messages.app, if the contact sheet for that person has more than one number (or email addresses too) it'll display a list of all numbers. From there you can select which number you'd like to send the message to for that specific contact.

If you've already sent a message and wish to determine what number or email address your using; simply tap on the message -> details -> the "i" icon. The contact sheet will display the currently used number / email in blue (the other numbers will all remain black).

(I'm using iOS 8 - different versions of iOS may vary)

Update for newer iOS versions:

On iOS 12, the used number will have a grey tag next to it with the text RECENT. (and all the numbers are displayed in blue color)