You may have noticed a steady stream of technical blog posts from the our Premier Field Engineering team covering a variety of Windows Server roles, features and functions. One of the members of that team, Adrian Corona, did an excellent blog post on Active Directory (AD) indexing. The information pertains to Windows Server 2003 and higher.
See the full blog post at http://blogs.technet.com/b/askpfeplat/archive/2012/11/12/mcm-active-directory-indexing-for-the-masses.aspx.