I won't begin to pretend like I fully understand the intricacies of multi-level lists and their relationship to styles. I am an intelligent person, yet I find working with styles incredibly confusing. Having said that, this is what I'm trying to do...

I want a multilevel list numbered like this:
I.
A.
1.
a.
..etc. I know how to do this with Define new multilevel list. Each level will have a heading in a specific font.

The problem is, I want to include body text at each level of the list, but I want the body text to have a normal, not bold font that aligns with the heading. If I just hit return after the heading, it auto-numbers to a new heading, but I want to type text under the heading. So I can backspace to end the auto-number and type the body text, but when I want to write the next heading, I have to turn the list back "on". This is extremely tedious and I feel like there must be an easier way to do this. So, if I wasn't clear, I want to do this:

I. Heading 1
body text under this heading aligned with heading
A. Heading 1.1
body text aligned with this heading
II. Heading 2
Body text etc etc.

Any suggestions to make this easier? Thanks!

First, set your heading list up linking to styles following the directions at How to create numbered headings or outline numbering in Word 2007 and Word 2010.

Then create separate body text styles for each of your levels.

Then go to the heading style you want followed by a particular body style and modify the heading style to use that body style for the following paragraph.
Understanding Styles in Microsoft Word

Ok, thanks. I was hoping I didn't have to set up different body styles, since they will all be the same font style. But in order for the body paragraphs to align with the heading above, each one needs a different indent. And that also means each body style will need to be followed by the next heading level too, and the body can only be one paragraph, because if I hit return it will change to the next heading.

No. Have your body text styles set themselves as the next paragraph style. This is the default. When you want a heading, apply a heading style. With the Styles gallery on the Home tab, this is relatively easy to do.

Well, yes, but that requires me to click the style on the Home tab repeatedly, which is contrary to my goal of a smooth, automated process. And when a multi-level list can have eight heading styles (and eight body styles) this gets tedious.
I guess there always comes a point when human intervention is required.

Mind reading by a computer costs far more than Microsoft Word. I don't think a CRAY will handle it.

If you know a way to have a computer figure out how many paragraphs of body text you want for a given heading, it can be done automatically. Otherwise, you have to apply a style yourself. That can be done by clicking on a style or using a keyboard shortcut.

The built-in keyboard shortcut for headings 1-3 are Alt-Ctrl-1, Alt-Ctrl-2, and Alt-Ctrl-3. You can create your own as well.