Palatino with text figures, not in math mode or headings

Question

I'm working on a document which is fairly math-heavy, but also contains numbers outside of math mode. I want these numbers to be displayed as old-style/text figures. I also want a Palatino-type font (either mathpazo or tgpagella). Using tgpagella with textcomp gives me text figures, but then math mode is displayed in the regular Computer Modern font. Using mathpazo with the [osf] option gives me text figures everywhere---even in titles, headings, and math mode, where they don't belong. I can't seem to figure out how to mix text and lining figures with Palatino-like math fonts.

Answer 1

This is a XeLaTeX solution:

\documentclass{article}

% Load mathpazo as a math font
\usepackage{mathpazo}

% Load Pagella as a text font by specifying no-math to fontspec
\usepackage[no-math]{fontspec}
\setmainfont[Numbers=OldStyle]{TeX Gyre Pagella}

\begin{document}

Some numbers outside math mode: 1 2 3 4 5

Some numbers in math mode: $1 2 3 4 5$

\end{document}

It works the same for headers (use math-mode if you don't want old-style figures).

Edit: OSF are fine in headers and titles unless you write them in full capital letters (by contrast to roman, bold, italic and small-caps). Automatically putting lining figures there would require quite a bit more work (such as redefining the section headers) and I don't quite think it is worth it – especially since the result would not be typographically correct.