How to set default page size for Pages '09?
Solution 1:
change the region under System Preferences > International > Formats. I believe that most of the region settings will cause Pages to default to ISO paper sizes (such as A4). The only ones I know of which result in US Letter are United States, United States (Computer), and Canada.
If all you care about is the paper size for new blank documents, you can always save a custom template with your preferred page setup, use that, and not touch your system settings.
Solution 2:
You could go to System Preferences » Print & Scan and at the bottom of the screen, there is a dialog box for "Default paper size". Select A4 there.
This should change the default page size across all programs, not just Pages.