Your phone doesn't 'know' which of your contacts have iOS 5 installed until you send them a regular SMS, and they reply back. Once they reply back, your phone will default to sending an iMessage (assuming they have iOS 5, and iMessage enabled).
This is how it is with all contacts in iOS 5. Your iPhone doesn't 'just know'.
Really? I've iMessaged a few contacts using iMessage and I don't have any blue icon in their contact page.