250 pages isn't "titchy". Not that I know what that means, but it sounds
negative, like Word will start acting up, etc, and Word on a decent computer
with generous memory will handle thousands of pages in the same file okay.
250 pages is fine in one file. (Master Document is absolutely NOT the way
to go, though).
However, Jacques is right, ask your publisher before putting any effort into
this. If you are *looking* for a publisher, look at potential submission
guidelines (share them here and we can help you achieve them)--but I'm
guessing they would want printed copies to evaluate, not electronic? It's
much easier to get a printed copy to come out all straight than to send an
electronic Word doc off in confidence it won't wig out at the other end.
Also, advice depends on the type of book and who is publishing it.
Jacques's books, which apparently sell, have a publisher who pays for the
index.
But some university press literary criticism books (not generally
big sellers) have the author handle the index--even in that situation,
however, the final index comes at the *very* last stage, after proofs.
If you just need to print it out with a TOC and continuous pagination,
Jonathan's link is probably the easiest method.
Creating a Table of Contents Spanning Multiple Documents
http://pubs.logicalexpressions.com/Pub0009/LPMArticle.asp?ID=148
There is an index (sorta guide) of links related to long documents here,
answering many frequently asked questions, so skimming it would give you an
idea of what people run into. It gives a general overview of the single file
with styles method. (Reformatting my 250-page dissertation to fit this
approach took maybe a half-day or so, if I remember correctly, although I
had been learning about styles by browing this group and others for a while)
So You Want to Write a Book with MS Word
http://daiya.mvps.org/bookword.htm