The Word Template is a good starting point, but I found that it didn't convert well into Pages. Well enough, though, that you can clean it up and use it. The last one I opened had a graphic object for each label and also a table with a cell for each label, and everything was out of alignment. The graphic objects, not sure what they were, but they look like labels with rounded corners, seemed to be just for show because the table was accepting the text input. I eliminated everything but the table and still wasn't satisfied, so I copied the table and pasted it into a Page Layout document where it is happy now.
This sounds like more work than it is, and you will save it as a Template and reuse it.
Avery has an app for OS X that I've heard mixed reviews on. Some like it, some don't. I downloaded it thinking I would give it a try but when it turned out to be 250MB I trashed it without running it. It will take some tinkering if you go the do it yourself route, so don't forget to save your result to a template.
Avery's DesignPro for Mac is a very fat app., a cheap port of the PC version, that designs and prints very crude looking labels.
For those who can't manage to set up a row of boxes on a page, it saves grey cells for the more important things in life, like whether Britney Spears checked out her undies drawer this morning or not.