We publish an annual publication of detailed tables. Each section of
the book is created in a single Excel workbook - each page of the book
is one Excel sheet. We have tried selecting all sheets and formatting
the printer to print double sided, but each sheet still prints on a
separate page. Also, when trying to number the pages, you can select
all sheets, select the first number, but the same number shows up on
all sheets. Is this a limitation of Excel?


For the page numbering part, you might try this after selecting all sheets:
File Page setup Page
and put "Auto" (without quotes) in the "First page number" field.

Then print the "Entire workbook" at once.

For the double-sided part, I’ve done it this way. It’s not elegant,
admittedly.

Print the workbook to the “Microsoft Office Document Image Writer.” This
opens several “Microsoft Office Document Imaging” windows.

Next, combine the worksheets into a single document. To do this, notice
that each of the “Imaging” windows has a left pane with thumbnails of the
page(s). Using right-click, “Copy” one or more thumbnails from the left
pane of one window and “Paste” it into the left pane of another. (Drag-and-
drop works.) Repeating this, the entire document can be merged into a
single window. Finally, print from that window.

If you do this sort of thing a lot, you might want to look at
http://fineprint.com/products/fineprint/index.html
for third-party software that (among many other features) can combine
several print jobs into one, with fewer steps than using Image Writer.