If available, you can use Ordinals and/or Raised and Lowered Characters instead of the scaled superscripts and subscript that you get on the Character palette menu. You have four flavors to choose from:
In most cases Ordinal will be the same as Superior and Denominator or Subscript/Inferior will be the same as Subscript.
Figure 7.8. An OpenType ordinal (13th) and subscript (CO2) applied (example A) versus superscript and subscript applied from the Control palette (example B). Note the thicker stroke of the OpenType characters.