First, the integral of "likelihood x prior" is not necessarily 1.
It is not true that if:
$0 \leq P(\textrm{model}) \leq 1$ and $ 0 \leq P(\textrm{data}|\textrm{model}) \leq 1$
then the integral of this product with respect to the model (to the parameters of the model, indeed) is 1.
Demonstration. Imagine two discrete densities:
$$
P(\textrm{model}) = [0.5, 0.5] \text{ (this is called "prior")}\\
P(\textrm{data | model}) = [0.80, 0.2] \text{ (this is called "likelihood")}\\
$$
If you multiply them both you get:
$$
[0.40, 0.25]
$$
which is not a valid density since it does not integrate to one:
$$
0.40 + 0.25 = 0.65
$$
So, what should we do to force the integral to be 1? Use the normalizing factor, which is:
$$
\sum_{\text{model_params}} P(\text{model}) P(\text{data | model}) = \sum_\text{model_params} P(\text{model, data}) = P(\text{data}) = 0.65
$$
(sorry about the poor notation. I wrote three different expressions for the same thing since you might see them all in the literature)
Second, the "likelihood" can be anything, and even if it is a density, it can have values higher than 1.
As @whuber said this factors do not need to be between 0 and 1. They need that their integral (or sum) be 1.
Third [extra], "conjugates" are your friends to help you find the normalizing constant.
You will often see:
$$
P(\textrm{model}|\textrm{data}) \propto P(\textrm{data}|\textrm{model}) P(\text{model})
$$
because the missing denominator can be easily get by integrating this product. Note that this integration will have one well known result if the prior and the likelihood are conjugate.
0 <= P(model) <= 1
nor0 <= P(data/model) <= 1
, because either (or even both!) of those could exceed $1$ (and even be infinite). See stats.stackexchange.com/questions/4220. $\endgroup$