With h:messages you cannot set individual message style classes. If you need that much control, you probably should be using h:message anyways.
What you can do with h:messages, is set a different style class for different error severities. Use the errorClass, fatalClass, warnClass, and infoClass attributes.
So say you were to throw a validation error in one of your custom validation classes. You could set the message severity to something reasonable, and use the appropriate attribute on h:messages to change the style class for it.
CowKing