The following post sets out my procedure for importing a tab-delimited table of data produced in R  into Microsoft Word and formatting it.
Prior to importing table:

1. Run macro which does the following
1. Insert Caption: References – Insert Caption (Label  = Table)
2. Insert line for Table Title and assign style Table Title (i.e., an italicised style)
3. Insert line for table to be placed and assign style (Table Text).

Importing and Formatting Table:

1. Copy the tab-delimited text file and Paste into desired locations of Word document
2. Convert to table: Insert – Table – Convert Text To Table (Separate = Tabs)
3. Format table
1. Assign Style to content of table (mine is called Table Text)
2. Italicise: e.g., “Note”, some statistics
3. Superscript: specific notes, exponents (e.g., R^2)
4. Characters not allowed in R (e.g., dash)
5. Adjust column widths
6. Adjust cell alignment
1. decimal tab (select numeric columns; paragraph dialog box; tabs; tab stop position = 1cm; alignment = decimal)
2. centred 
3. left-aligned for row names
7. Mark lines
1. Remove all lines
2. Add lines, typically 3 rows (above 1st; below 1st; below last)
8. Check table accuracy
9. Interpret and add describing text; to ensure text stays up to date as tables are added and deleted, insert a cross reference to the Table Caption (Reference – Cross-Reference: Reference Type = Table; Insert Reference to = Only label and number)
10. Change status in output meta-file: I have an Excel spreadsheet which lists all tables that need to be created. Once a table is created it is recorded as done in the spreadsheet.

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Future refinements: I am looking into ways of automating more of the above possibly by using a little meta data (to store column width information, alignment, and so on), a little mark up language (to handle superscripts, italics, special characters), and a vb macro to apply the meta data and markup language in Word.