As an addendum to the anchored frame tip, I also wanted to point out the usefulness of another under-used InDesign feature, Only Align First Line to Grid.
As the name implies, it’s meant for those of use who are not gridphobic, and who want some flexibility in how our paragraphs work with a document grid.
In the case of this layout, the marginal notes need to align with the text to which they refer. However, the point size is smaller, and so is the leading of those paragraphs. In this situation, what I want to do in order to make the layout look good, I’m going to define the style for the marginal notes so that only first baseline of the paragraph aligns to the document grid, not the rest of the paragraph. This will enable me to keep the layout looking neat and precise, without forcing me to use too loose of a leading for the notes in order to make the first line align with the body grid.
Before the advent of this feature in InDesign, a fair bit of manual tweaking was required in order to create this effect. Now the Only Align First Line to Grid feature makes it easy.
As you can see in this screen shot, the first line aligns to the baseline grid, but the paragraph still uses its own leading setting for the rest of the paragraph.
You can apply the Only Aign First Line to Grid feature from the Style definition dialog box in the Indents and Spacing panel.
Applying this feature guarantees that my first baseline will snap accurately to the document grid, and enables me to speed up my layout process.