A multi-faceted question <g>
- I don't know about 2003, but I can use Unicode characters in 2010
- check the Character map for one way of getting characters available on your PC into Word documents
- I have yet to discover a truly reliable keyboard-shortcut equivalent to the Alt+ approach for ASCII characters
- working in an HTML editor – I realise this assumes you're focused on publishing as HTML – would let you use HTML entities that any modern browser should handle
I'll watch this thread, expecting to learn more about conversion from .doc/.docx to .html myself.