Answering my self:
If you log in to icloud.com and go to mail settings you see a field "Addresses", but at this time only your me.com address is listed and as far as I see you can't edit it or add another. I think Apple will add the option to add a own mail domain later, so you can send with it.
Also the compose mail windows has a drop down menu where you can choose the senders address. Now only the me.com is available of corse but this menu wouldn't make sence if apple wouldn't plan to set up an alternative. Hopefully they intergate the @owndomain.com option.
There was one in MobileMe lately, looked simliar to what you see now in icloud.com and worked well.
In iOS you can add a smtp server to the MobileMe settings and let iOS send via this server only, similar to Mail.app in OS X.
I used to work with MobileMe this way several months with my own mail domain. Without using my own mail domain iCloud Mail would be totally useless for me.