I know Word 2003 as only a charter member of the death-to-Word club can. Even so, I was reminded to change two things when reading O'Reilly Media's Word Annoyances (ends at Word 2003).
First I removed the default Word custom.dic file and created my own (jfaughnan.dic) file in a folder I backup and control. So no more lost dictionary when I change machines. I then created a Google Apps document [1][2] to hold a copy of the dictionary. I will periodically merge [4] that with my other application specific dictionaries -- which are particularly important on handheld devices [3]. Imperfect, but good enough.
Then I finally paid attention to the Word settings for "smart" [5] Edit and cut/paste, turning off most of the default behaviors.
So I recommend the book (though it doesn't include Word 2007), but I don't agree with their recommendation to use Styles for everything. That's what every book on Word says, and they're all wrong. Styles are too broken to seriously contemplate unless you're a technical writer [6] [7].
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[1] Incredibly annoying pink color scheme today. I wish Google spent less time being cute and more time fixing their #@$!$ buggy products (such as their custom search widget, which is broken as of this morning).
[2] Ironically Google Docs has its OWN dictionary, so the text file shows a spelling error indicator for every entry! There's no way to edit that dictionary. One day perhaps.
[3] In the long forgotten glory days Palm had a great auto-complete tool with a custom dictionary. Emily's BlackBerry has one too - very important for word completion.
[4] Copy/paste to TextPad, sort and delete dupes, copy/paste back.
[5] aka "Stupid"
[6] Most of them hate Word even more than I do.
[7] Word 2007 includes a complete do-over of Styles but it requires a (funny that) new file format that's incompatible with everything in the megaverse.