Derrick sent me a very nice rewrite of the A-Z index module (alpha_index.module) used on this site. It's much more elegant than what I hacked together. Derrick's version also filters out the articles A, AN, and THE and files titles under the next word appearing after the article -- a feature I really wanted, but didn't know how to implement. View the module source code here.
Thanks, Derrick! You rock. Next, hopefully someone will hear my lazyweb request for a KWIC index module.