ctrl-alt+1 for heading 1 and so on
use the view->Document map to see your article structure
I still don’t know how to neatly make a algorithm style with algorithms captioned and numbered.
A set of good suggestions can be found at
http://www.academicproductivity.com/blog/2007/living-with-microsoft-word-tips-for-survival/
equation numbering (not directly support this, but use table and customized equation gallery, we can simulate this.)
http://blogs.msdn.com/microsoft_office_word/archive/2006/10/20/equation-numbering.aspx