“Site Map”, index, or table of contents

Has anyone built a function to allow the inclusion of a “site map” or index page for wordpress. By this I mean a page that contains a heirarchical (by category?) listing of all postings with links to each posting? This would be useful as a sort of navigation for a large but well organized site, and is also useful for making sure that search engines find all of the pages (they sometimes only follow links for 1 or 2 levels, and then stop).
I am trying to build one for my site, but it would help if there were an example, or even a plugin.
Thanks…