If you want to batch create indexes on geometry columns, you could try this plpgsql function I've just knocked up:
CREATE OR REPLACE FUNCTION BatchIndex(sn text, tn text, cn text) RETURNS void AS $$
DECLARE i_exists integer;
DECLARE idxname text;
BEGIN
idxname := 'idx_' || tn || '_' || cn;
select into i_exists count(*) from pg_class where relname = idxname;
IF i_exists = 0 THEN
EXECUTE 'CREATE INDEX ' ||idxname || ' ON '
|| sn || '.' || tn
|| ' USING GIST(' || cn || ')';
END IF;
END;
$$ LANGUAGE plpgsql;
I've not tried it in anger on my database, but it seems to do the job.
To use it, just run a SELECT statement like this:
select BatchIndex('public', f_table_name, f_geometry_column) from geometry_columns where f_table_schema = 'public';
To create indexes on all geometry columns, you can use it like this:
select BatchIndex(f_table_schema, f_table_name, f_geometry_column) from geometry_columns;
Afterwards, run a VACUUM ANALYZE to tidy everything up.