How? I'm on 10.8.4, and in the 'Sound' preferences panel the only option I can see is to route all sound out to a single Airplay device (I can't multi-select more than one Airplay device).

Typical use case for me using Airfoil: Send Spotify output to an AppleTV, and a couple Airport Express devices, while all other apps send their output to my Mac's speakers.

If this is your response then 1) you don't own Airfoil nor understand how nice it is compared to the simplistic ability 10.8 brought to the table 2) you don't have other sink sources that are non OS X.