You can either set a range at the start and select the range at the end e.g.
Code:
Dim oRng As Range
Set oRng = Selection.Range
'
'Do stuff
'
'
oRng.Select
or use ranges and don't move the selection e.g.
Code:
Sub TNR()
Dim oStory As Range
For Each oStory In ActiveDocument.StoryRanges
oStory.Font.Name = "Times New Roman"
If oStory.StoryType <> wdMainTextStory Then
While Not (oStory.NextStoryRange Is Nothing)
Set oStory = oStory.NextStoryRange
oStory.Font.Name = "Times New Roman"
Wend
End If
Next oStory
lbl_Exit:
Set oStory = Nothing
Exit Sub
End Sub