Layout with captions in margin and margin notes

As others have said, you can use the tufte-book document class. It offers captions in the sidenotes area and a fullwidth environment that stretches across the main text block and the sidenotes area.

\documentclass{tufte-book}
\usepackage{lipsum}

\begin{document}

\lipsum[1]
\begin{figure}[!ht]
  \centering
  \rule{4cm}{2cm}
  \caption{A black rectangle with lots of text so it fills up some space.}
\end{figure}
\lipsum[1]
\begin{table}[!ht]
  \centering
  \rule{4cm}{2cm}
  \caption{A black rectangle with lots of text so it fills up some space.}
\end{table}
\begin{fullwidth}
\lipsum[1]
\end{fullwidth}

\end{document}

If you don't want to use the tufte-book class, then you can use one of the standard ones (book, report) together with the geometry package to change the page layout, the floatrow package to have captions in the margins, and the changepage package to change the margins for a part of a document:

\documentclass{book}
\usepackage[margin=4cm,marginparwidth=3cm]{geometry}
\usepackage{floatrow}
\usepackage{changepage}
\usepackage{lipsum}

\floatsetup{margins=hangleft,capposition=beside,
capbesideposition={top,left},floatwidth=\textwidth}

\begin{document}

\lipsum[1]
\begin{figure}[!ht]
  \centering
  \rule{4cm}{2cm}
  \caption{A black rectangle with lots of text so it fills up some space.}
\end{figure}
\lipsum[1]
\begin{table}[!ht]
  \centering
  \rule{4cm}{2cm}
  \caption{A black rectangle with lots of text so it fills up some space.}
\end{table}
\begin{adjustwidth}{-3cm}{}
\lipsum[1]
\end{adjustwidth}

\end{document}

You could also consider using one of the classes from the KOMA-Script bundle (scrbook, scrreprt) or the memoir document class and adapting them to your needs.

This is an answer to your last question:

If you have the impression that my layout approach is not suitable, do you have a brilliant idea I could try instead?

Maybe tufte-latex is for you. Here is an example of a handout. See that it contains figures and notes in the margin.

Also you may be interested in classicthesis and its derivate arsclassica, they have similar features as tufte-latex. The same goes for Uggedal’s. Check out the links for examples of their looks.

You can try

caesar_book.cls

given by the sidenotes package.

http://www.ctan.org/tex-archive/macros/latex/contrib/sidenotes