This is really two questions in one but here we go:
I am putting my thesis together and want to include figures in the main
document so that page numbering is correct. I want each figure
(including caption) to be on its own, otherwise blank, page. However I
may do a lot of editing in the future so ideally I want to be able to
fix the fig&caption in place on page... let's say page 10 and have any
text added to p9 to overflow onto p11 (and, obviously if I delete text
from p9, text from p11 should jump back to p9).

My first attempt used page-sized text boxes but I found out that
captions, TOC and cross references don't work in text boxes because
they are in the 'graphics layer'. So I moved on to frames. However I
don't seem to be able to keep the frame in a fixed place. I have
unchecked 'move object with text' but that doesn't seem to actually do
anything!

So my 2 questions in 1 are:
1) How can I REALLY fix a frame in place on page X?
2) Is there a better way to achieve what I am trying to do?

(By the way, if there's a relevant difference between Word 2000 and
Word 2003, I'm interested!)