If there's one thing that annoys me more than anything else, when it comes to reading non-fiction...it is books that don't have indexes. How can a non-fiction book not have an index??? It is an affront before god and man, if I may paraphrase William Daniel's John Adams.
I've got a handful of non-fiction books in front of me, most of which I do not have time to read. I'm trying to do research on specific topics -- All I'm interested in is certain portions of the books, therefore. They may or may not even talk about the period of time/people I'm interested in... but since they don't have indexes I can't find out in a mere 30 seconds, I'm forced to read each book.
Annoys me no end.
Some time ago I started putting together indexes of non-fiction books, for my own use. I'm going to revive that practice and put these indexes on my website (Ghost Guns Virginia) for everyone's use. So at least future researchers won't have to go through this!