Pages' preferences seem intent on forcing productivity. I like apps that don't pop open a window everytime you click them in the dock (ex: BBEdit). If you click Pages from the dock while it is running (and no documents are open in it), you get a new window the helper. But if you command-tab (and tab to it), or command tab and use the mouse to select Pages, you get just the menu bar.
[robg adds: This generally works with any app that forces a new window on dock click -- Keynote included.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20050122151906915