There is a way, but there's no in-game toggle for it so it will have to be a mod. Each ship has a setting in its entity file for default auto-join behavior (TRUE or FALSE), and of course most are set to TRUE. You'd have to go and change it for each ship, but first you'd need the text files from the mod tools download (button on top of the page).

A ship will generally join a like-fleet. So if you have one fleet of LRMs and another of carriers, a new LRM will join the fleet with LRMs.  If you aren't against auto-join itself and just don't like how they can get mixed up, you can set a factory's rally point onto an existing fleet (just set it on the fleet icon, you can even click it on the empire sidebar too), and any ship built from the factory will fly over to that specific fleet and join it.

That's basically how I do it, and I've learned to have 2 fleets maximum with different factories feeding them with rally points, since they are typically on different ends of the map.

I should note that you need to have a recent version of the game. In the earlier versions ships wouldn't always join the fleet the rally point was on if there was more than one at the destination grav well (auto-join only kicks in when they stop at a grav well with a fleet, traveling through is fine). So just make sure you've got the latest patch (1.16 for Sins, 1.02 for Entrenchment)

I find that with two or more fleets present they will still ignore the rally point and automatically choose a fleet, in 1.16.