James Dyer has a useful short post on indexing his init.el file. His scheme is simple. His init.el is broken into sections each of which starts with:
;;
;; -> Section-name
;;
Then he used occur to generate the actual index. Rather than call occur each time with the need to provide the regex, he wrote a 4-line function that does it for him. He doesn’t say whether he bound it to a key sequence but that, of course, is trivial.