Not every record contains an index to every name in the record. Some materials, court records and land records in particular, only have indexes to the main parties involved. Are you avoiding these records simply because every name is not indexed and the materials take more time to navigate? Doing so may cause you to overlook key information.
If the only sources you use are those that have online “point and click” indexes, chances are there is a wealth of material waiting for you to find it.
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Just for fun and informative purposes, I often pull microfilm at my state archives from my home county and read the documents. Minute books from the courts and county officials provide an insight into the county history. These have never been and probably won't ever be indexed.