Chiara Fox provides and excellent overview site maps and site indexes in her Sitemaps and Site Indexes: what they are and why you should have them. This overview and is very insightful. Many experienced users find well developed site maps very helpful.
The odd thing is that for the great assistance site maps and site indexes provide, new users and even general users rarely turn to these assistive tools. In the past five years I have only seen one or two users click on the site map or index in user testing sessions. When questioned why the user often states they do not find the tools helpful (read Chiara's article to build better tools) or they did not know to look for the links.
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