:s/\<search_term\>/\\index{&}/gc
This, with some more fudging with the replace string seems to serve my
purpose for now. Thank You. However, I was wondering if there was
already some sophisticated script or function written for this purpose
explicitly that can handle all the various situations that may arise
when indexing with Latex.

I came to know that Emacs has something like that. So, my mind just
blanked out on using :s//

Thanks
Senthil.

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