Generating an index in (La)TeX
Making an index is not trivial; what to index, and how to index it, is
difficult to decide, and uniform implementation is difficult to
achieve.  You will need to mark all items to be indexed in your text
(typically with \index commands).
It is not practical to sort
a large index within TeX, so a post-processing program is used to sort
the output of one TeX run, to be included into the document at the
next run.
The following programs are available:
- makeindex
-  Comes with most distributions - a good workhorse,
  but is not well-arranged to deal with other sort orders than the
  canonical ASCII ordering.
  The makeindex documentation is a good source of information on how
  to create your own index. Makeindex can be used with some TeX
  macro packages other than LaTeX, such as 
  Eplain, and TeXsis
  (whose macros can be used independently with Plain TeX).
 
- idxtex
-  for LaTeX under VMS, which comes with a
  glossary-maker called glotex.
- texindex
-  A witty little shell/sed-script-based
  utility for LaTeX under Unix.
  There are other programs called texindex, notably
  one that comes with the
  Texinfo distribution.
 
- xindy
-  arose from frustration at the difficulty of making a
  multi-language version of makeindex.  It is designed to
  be a successor to makeindex, by a team that included the
  then-current maintainer of makeindex.  It successfully
  addresses many of makeindex's shortcomings, including
  difficulties with collation order in different languages, and it is
  highly flexible.  Sadly, its take-up is proving rather slow.
- idxtex
- indexing/glo+idxtex (zip, browse)
- makeindex
- indexing/makeindex (zip, browse)
- makeindex (Macintosh)
- systems/mac/macmakeindex2.12.sea.hqx
- texindex
- support/texindex (zip, browse)
- texsis (system)
- macros/texsis (zip, browse)
- texsis (makeindex support)
- macros/texsis/index/index.tex
- xindy
- support/xindy/
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=makeindex