The JAX-WS Web Service client creation wizard only lets me pick one package. How can I define one package for each namespace in my WSDL ?

Ashok,

If you don't specify a package, the tool should pick out packages based on the namespaces in your WSDL automatically. If you do specify a package it will use only that one.

If you wish to customize those packages too, I'm afraid we don't have UI for this, but you can use a binding file and specify that when generating the client.
More details here: http://jax-ws.java.net/jax-ws-20-fcs/docs/customizations.html