Martin, the graininess you're experiencing arises from two factors - firstly as Brian says, a small CCD. The pixels on a compact/bridge camera are very small indeed so not much light falls on them giving rise to the need for quite a lot of amplification. The second factor is low contrast - when you have very flat lighting you're only using a small range of the brightness values that your CCD could accommodate, and the "noise" part of the signal is very significant in relation to this. It's also the reason why autofocus struggles - it works by maximising contrast and ideally would like nice sharp edges to lock on to.
Solutions range from the expensive - a bigger sensor - if you buy me a new Sony A900 with full frame 24MP sensor I'll let you have my A700 for a good price
Or alternatively set the ISO to the very minimum and use a tripod and manual focus set to approximately the right distance (can be tricky).
With static subjects of course this is where stacking comes in - take loads of images, add them up, the signal is always the same so adds up, the noise is random so averages out!
