I found it hard to believe that no one had posted something on this already...

I think I have heard it grumbled now and again - it's nice that SharePoint Lists support paging - but where are the individual page numbers? why do I have to click Next, Next, Next!!!

I can now end this misery and winging by adding page numbers to Data Views.

The solution leverages the fact that the navigation links created by default pass a parameter indicating what row number to start rendering from. By looping through the row data and checking the current position we can simply output a page number ( ((position() - 1) div $RowLimit) + 1) ) everytime we get to a row number that would be the start of the next page ( using position() mod $RowLimit ). I am not sure how efficient it is - happy to accept feedback on your experiences...  this is just a sample - who knows how well it will work against your 10,000 rows of data :)

This solution assumes you have created a Data View and changed its options to "Display items in sets of this size X"  

To implement:

1. Using FrontPage 2003, view the HTML (XSLT) source of your Data View

2. Find <xsl:template name="dvt_1.navigation"> and add <xsl:param name="Rows"/> as the last param

3. Somewhere in the <table> that is output in this template

<tr><td colspan="2" class="ms-vb">
   <xsl:for-each select="$Rows">
      <xsl:if test="(position() mod $RowLimit) = 1">
         <a>
              <xsl:attribute name="href">javascript: <xsl:value-of xmlns:xsl="http://www.w3.org/1999/XSL/Transform" select="ddwrt:GenFireServerEvent(concat('dvt_firstrow={',position(),'}'))"/>;</xsl:attribute>
              <xsl:value-of select="((position() - 1) div $RowLimit) + 1"/></a>
              <xsl:text xmlns:ddwrt="http://schemas.microsoft.com/WebParts/v2/DataView/runtime" ddwrt:nbsp-preserve="yes" disable-output-escaping="yes">&amp;nbsp;</xsl:text>
      </xsl:if>
   </xsl:for-each>
</td></tr>

4. Find <xsl:call-template name="dvt_1.navigation"> and add <xsl:with-param name="Rows" select="$Rows"/> as the last param

This should be enough to get you started. You could add an <xsl:if test> statement to prevent the current page number from being created as a link.