Multiples lists to generate multiple unique sign up forms is definitely one way to go, but not the only way. You also have the option of making some edits to your embed code so that it "silently" sends information related to what group they're signing up to or where they're signing up from, in order to segment by them later.
We actually have a great KB article that walks through how to setup tracking your subscriber's sign up location with your embed form here:
Can I set up my signup form so that I can see where my recipients signed up?: http://eepurl.com/SKbn
The same concept can be applied to groups in order to have each form automatically subscribe to a particular group.
If you have any questions regarding the plugin specifically, feel free to follow up by posting to this thread. If your question is dealing with a more general MailChimp issue, like managing your embed code, I'd recommend reaching out to our general support resources here: http://kb.mailchimp.com/, as that ensures we can respond to it as quickly as possible!