Why are my iMessages showing as coming from my email address when I've set my Caller ID to my phone number?
Go to settings on the iPhone.
Go to the 'Messages' settings.
And select Receive At.

See what it says there. 
It should be your phone number not Apple ID or email.

If you have a Apple email listed. You can remove it by.

Clicking the 'Apple ID youremail@me.com'
You will get a popup which lets sign out thus removing the mac email address.