Using one object for each mesh will simplify things for you, I think. Although it is possible to have everything in one object and still use different materials, and use different UV maps, this will probably be more trouble than it's worth, especially if you're interested in using Cycles.
Note: It is possible to put "more than one" mesh in an object in Blender, but it's still treated as one mesh, they just aren't necessarily attached to each other. The "Separate > By loose parts" tool that CoDEmanX suggests takes each contiguous set of vertices and puts them each in their own object. It's convenient if you already have several things in one object that you want to be separate.