Rich List Pagination in SharePoint 2010

Question

I have SharePoint list with data that I need to display page by page. The must requirement is ability to jump through pages and show total page count (i.e. 1,2,3 ... 15). Does SharePoint allow to do that?
By far I tried: CAML : seems not to be possible, as the CAML query requires element from the previous page to display the next one.
REST : using /_vti_bin/listdata.svc and LINQ query:
//VS2010 creates classes for all list items when adding reference to listdata.svc
RootDataContext context = new RootDataContext(new Uri(Utils.ListServiceUrl));
context.Credentials = System.Net.CredentialCache.DefaultCredentials;
//this works like a charm, I am able to filter items by category and page them
//(category is a single lookup)
var query = (DataServiceQuery<NewsItemsItem>)context.NewsItems.
Where(i => i.CategoryId == 2).
Skip(3).
Take(2);
//however, if I need more advanced filtering (Tags is multilookup) I fail
//(the code below won't work as this approach does not allow to make aggregation
//queries inside other query)
var query = (DataServiceQuery<NewsItemsItem>)context.NewsItems.
Where(i => i.Tags.Where(t => t.Id == 3).Count() > 0).
Skip(3).
Take(2);
I would be grateful if you could give me any advise.

Answer 1

Just did a quick search, it appears that:
Queries for multi-value lookup fields and users Because multi-value lookup fields are returned
as a string of multiple values, there is no way to query for them (for example, the equivalent of an Includes element or NotIncludes element is not supported).
I guess then, that neither CAML, nor REST can help me to directly filter items I need... I'll need to query all the items and then filter them separately by getting and comparing multilookupfield values for each one... This can be a huge performance
issue for large lists, what do you think?