Some things to beware of when using pkg_mkIndex:
If a script in the library directory fails for any reason when it is sourced, then any subsequent package provide statements in that script will not be reflected in the pkgIndex.tcl file. Probably the most common cause for failure is that a script calls package require for a dependant package which cannot be loaded. For example, package scripts which package require Tk will fail (on Unix) if the $DISPLAY is not set.
A more subtle problem: package scripts which package require other packages defined by scripts in the same directory will fail the first time you run pkg_mkIndex, but may succeed the second time. If there are many package interdependencies, it may be necessary to "iterate until convergence" before a working pkgIndex.tcl comes out.
To avoid this problem, you should call package provide before doing anything else.
It is a very good idea for package authors to include prebuilt pkgIndex.tcl files in the distribution instead of having end-users run pkg_mkIndex as part of the installation process. There are too many things that can go wrong. The canonical TEA build structure (as of May 2002) uses pkg_mkIndex to build the package index as part of the installation process. Don't do that.
More often than not, pkg_mkIndex is overkill anyway: for simple packages it's just as easy to create a pkgIndex.tcl (or pkgIndex.tcl.in) by hand.