IF SELECT UNION

Using SQL 2000...

tblCustomer:
CustomerID int
CompanyName varchar(20)
HasRetailStores bit
HasWholesaleStores bit
HasOtherStores bit

tblInvoiceMessages:
MessageID int
MessageText varchar(100)
CustomerID int
AllRetailStores bit
AllWholesaleStores bit
AllOtherStores bit
AllStores bit
IsActive bit

The Invoice Messages are text blocks which will be added to invoices
going out to customers. A customer can have Retail stores, Wholesale
stores, and/or Other Stores. The messages can go to only those
customers with a specific type of store, or all customers, or to a
specific customer. It is important to note that a customer can have 1,
2 or all 3 types of stores. Here are a couple of sample entries in the
invoice messages table:

tblInovoiceMessages
1,For Customers with Retail and Wholesale Stores,0,1,1,0,0
2,Only For Customer # 10,10,0,0,0,0
....

Attempt #1 (IF SELECT UNION SELECT)
IF (SELECT TC.HasRetailDestinations
FROM tblCustomer TC
WHERE TC.CustomerID = @CustomerID) = 1
SELECT *
FROM tblInvoiceMessages IM
WHERE (IM.IsActive = 1) AND (IM.AllRetailStores = 1)
UNION
SELECT *
FROM tblInvoiceMessages IM
WHERE (IM.IsActive = 1) AND (IM.CustomerID = @CustomerID)

Attempt #1 checks if the Customer has retail stores, and if it does,
returns all messages for Retail Stores. The second Select statement
checks for all messages designated for that particular Customer. I use
Union to combine the tables (which have identical structures) and it
works great.

Attempt #2 (IF SELECT UNION SELECT UNION IF SELECT)
IF (SELECT TC.HasRetailStores
FROM tblCustomer TC
WHERE TC.CustomerID = @CustomerID) = 1
SELECT *
FROM tblInvoiceMessages IM
WHERE (IM.IsActive = 1) AND (IM.AllRetailStores = 1)
UNION
SELECT *
FROM tblInvoiceMessages IM
WHERE (IM.IsActive = 1) AND (IM.CustomerID = @CustomerID)
UNION
IF (SELECT TC.HasWholesaleStores
FROM tblCustomer TC
WHERE TC.CustomerID = @CustomerID) = 1
SELECT *
FROM tblInvoiceMessages IM
WHERE (IM.IsActive = 1) AND (IM.AllWholesaleStores = 1)

Attempt #2 is the same as Attempt#1 except that I attempt to Union
another If Select query to the first two queries. This attempt
generates:
Server: Msg 156, Level 15, State 1, Line 12
Incorrect syntax near the keyword 'IF'.

I have tested each individual If Select statement, and they all return
proper results. However, anytime I attempt to Union more than 1 If
Select statement together, I get the Msg 156 error. Is there some
limitation that I am not aware of?