Check out this new article Wizards of the Coast posted recently:

Consolidated Lists -- Wondering where you read about that prestige class? Check out our consolidated indexes from D&D published sourcebooks. Keep an eye out for future indexes, as well as revised indexes once new sourcebooks have been released.

Consolidated Lists: Character Class Index
Consolidated Lists: Prestige Class Index
Consolidated Lists: Feat Index
Consolidated Lists: Monster Index
Consolidated Lists: Invocations
Consolidated Lists: Spells