I have a site, CoachGuiden, where I list coaches and needed to be able to set categories on the coach pages. I found Ninja Page Categories and Tags which is a plugin that solves my problem. CoachGuiden is in Swedish but you’ll be able to see how the plugin works anyway.
On the individual coach-pages, see Bengt Wendel – Key Coaching as an example, the coach categories are listed at the bottom. Clicking on any category will bring up a list with all coaches that are in that category.
I then created a main category page, Coach per kategori where all coach categories are listed and clicking on any of them brings up the coaches in that category.