Q. Data on indices pricing, returns and constituents ? S&P, Dow, NASDAQ 100, FTSE, etc.

For pricing & returns on an index:

• Global Financial Data
• Datastream
• Bloomberg - IMEN <go> for list of indices
• S&P - us.spindices.com 

For constituents of an index:

• Bloomberg - "index ticker" memb <go>  and adjust dates as needed
• Datastream - once index is found click on arrow next to ticker and select "Display Constituent Equities" - Use Datastream for Dow Jones Indices. 
• WRDS - Compustat "Index Constituents"  more detailed descriptions of process in Finance Libguide.