There's no direct way to set particular ship types to automatically go to different rally points. However if you're building different ship types at different planets and you're not changing the planet's production often then you can accomplish this by using "colony" rally points.

Forgive me if I explain some things in too much detail but someone asked a similar question not too long ago that indicated that there was a bit of confusion about rally points.

Basically rally points can be set to Normal, Fleet or Auto Attack. Normal does nothing, that is when a ship arrives it just sits there. A Fleet rally point forms the ships into fleets as they arrive. I'm not even sure what an Auto Attack rally point does since I've never tried one.

A Colony rally point isn't a function of the rally point but is any type of rally point that is set as the destination of all ships produced by a particular planet. The easiest way to set a colony rally point is to select the planet and then click on the gold button next to the planet's PQ indication in the bottom section of the main screen as shown in the following screenshot.

Once you set a colony rally point the button turns from gold to blue. Once set then any ships built on that planet will be auto-launched and will proceed to the colony rally point, so as long as you use the same rally point for all planets building constructors then all constructors will go to that rally point. Similarly you can have different rally points set to each planet that builds a different ship type, however obviously you wouldn't want to change production very often or this won't work.

Once rally points have been created and assigned to different colonies you can use the governors to manipulate them to some extent. The governors will allow you to change the destination of all ships that are going to a particular rally point or to change the colony rally point of colonies already pointing to one specific rally point. You could also use the governor to set all colonies to the same rally point. However to assigning different rally points to different planets based on the ship type the planet is producing can only initially be accomplished one planet at a time as I described above.