This can't be done for ALL documents using VSTO because - currently - VSTO is document-specific. What you're looking for is a COM Add-in. You can create COM addins using managed code, but it's a bit complex.
The next version of VSTO (v3, currently CTP, see the threads at the top of this forum) will support application-level Addins for Office apps.
And no, there's no way to intercept commands directly in Word, using ONLY managed code, the way you can with VBA. Same goes for keyboard shortcuts, just for the record. What is possible is to use VBA to call managed code wrapped as a COM DLL.