There's no 100% reliable way to identify whether or not a message was delivered to you because of your membership on a mailing list.
Most lists (including Google groups) include a
List-ID header which identifies which list the message was sent to, and if you are able to check for that header, you can use it to separate messages on those lists from your personal messages. Unfortunately, I don't think you can do that check with the Gmail web interface. (You would be able to do it with a desktop client like Thunderbird, though, if you set it up for POP3 access to your Gmail account.) Besides, some mailing lists don't include the
List-ID header. To filter out messages from those lists, you would probably have to filter based on the
To: address of the message, and in that case I don't think there's any way to avoid setting up one filter per list.
If you want to continue using the Gmail web interface or an IMAP client, I would actually recommend that you enable Gmail's new Priority Inbox feature. You'll have to take a little while to train it which messages are most important to you, but it should gradually learn to identify them automatically, and then you can easily look at the important ones first.