Using packages for customization
Besides the described simple methods, there are packages providing sophisticated features for customizing the table of contents and the lists of figures and tables:
tocloft gives extensive control over the typography of TOC, LOF, and LOT. You may even define new kinds of such lists.
titletoc offers convenient handling of entries and is the companion to titlesec, a very good package for customizing sectioning headings.
multitoc offers a layout in two or more columns using the multicol package.
minitoc can create small TOCs for each part, chapter, or section.
tocbibind can automatically add bibliography, index, TOC, LOF, and LOT to the table of contents. It's even capable of using numbered headings instead of the default unnumbered ones.
Let's continue with the announced index and the bibliography.