As an alternative to using the single combined station approach, there are always patches to the rescue; you can use cargodist.
It requires a specially built executable and all that, meaning you will probably as you update it end up going back and forth between aheadIt requires a specially built executable and all that, meaning you will probably as you update it end up going back and forth between ahead of stable release and behind it, but in my experience it makes the game a fair bit more interesting and realistic.
Edit: As of stable release and behind it, but in my experience it makes1.4.0; cargo distribution is part of the game a fair bit more interesting and realisticmain branch of OpenTTD.