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When I select multiple faces in edit mode and use Ctrl+F > Shade Smooth it smoothes the normals with all surrounding faces, regardless of whether they are smooth shaded or not.

Using a cylinder for an example, if I want to smooth shade only the lateral faces:
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It smoothes the normals not only with each other but with the cap as well which creates this hideous result:
enter image description here

I would like it to look like this:
enter image description here

This makes this tool fairly useless since if I wanted everything smooth shaded I would just turn it on for the whole model.

The last example was created using the edge split modifier. Most of the time edge split works fine, but since it actually rips the edges it doesn't play nicely with other modifiers like bevel or subsurf.

So is there any way to smooth shade faces only with other smooth shaded faces without using the edge split modifier?

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You can use the Auto Smooth feature, found under object data properties panel > normals rollout. Auto smooth produces the same smoothing result as the edge split modifier (i.e. smooths across shallow-angled edges, not whole faces) but without actually ripping the geometry.

enter image description here

From the docs:

[With auto smooth] Angles on the model that are smaller than the angle specified in the Angle button will be smoothed during rendering...

Auto smooth also splits edges marked sharp as well.

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You could add an Edge Split modifier (left cylinder) then the normals of the top and bottom faces will not be used for interpolation. Alternatively you could increase the the number of vertices when the cylinder is added (right cylinder).

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    $\begingroup$ In the question I said “Most of the time edge split works fine, but since it actually rips the edges it doesn't play nicely with other modifiers.” (subsurf especially). $\endgroup$ – PGmath Nov 23 '14 at 14:34
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two way to set face smooth shading, which is actually per-pixel lighting.

  1. use menu:

[tab] key to enter edit mode, then mesh/faces [ctrl+F] to apply shade-smooth.

  1. use panel: [tab] key to enter edit mode, then in tool-shelf, shading/uvs, faces, choose smooth.

the two way do the same thing, use vertex normal instead of face normal.

*by the way, for the problem in the question, @PGmath gave the solution *

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