In my experiments the superscript/subscript survives direct formatting changes as well as changes to the underlying style (but not Ctrl + Space or other means to remove font formatting). Can you describe the circumstances under which the formatting is lost?

You could insert them as Unicode characters. Have a look at the following pages:
Superscripts and Subscripts
Unicode subscripts and superscripts

awesome, you've solved my problem, thanks a million. I couldn't do it at first but I worked out that in word 2010 you simply type the 4 digit code into the text and then hit Alt-X. that unicode sheet is going up on my wall!

thanks again for all the replies

paste values; when entire paragraphs are changed to another style with a defined font setting... there's many but the problem is difficult to address when those doing the formatting (of very large documents) aren't the authors.