I'm interested in the largest companies by market cap, and in stock
indexes of same, and in the differences between the different
large-cap indexes and the actual list of the largest companies. First,
I'd like to know if there are any other nearly as important large-cap
indexes besides those from S&P, Russell, and MSCI (primarily the S&P
500, Russell 1000, and MSCI US Large Cap 300). I'd like to be able to
quickly and easily answer questions like: What are largest 20
companies by market cap that are not included in the S&P 500 (or any
of the other most important 2-4 large-cap indexes)? Or given any 2
different large-cap indexes, I'd like to be able to easily find the
biggest differences between them---the biggest companies in one that
aren't in the other (the previous sentence is basically a special case
of this where one of the two is the actual largest companies rather
than an index).

Most of the information involved should actually all be public, so
this shouldn't be too hard. I just don't have time to organize it all
together right now. It's easy to get the actual largest company info
(and I'll start off providing the links for that below), but harder to
get the info on the companies in each of the indexes and then to join
that info together with the market caps to get each index ordered by
market cap. Plus, it's not trivial to do the diff to find the largest
companies on one list not in another. I'm flexible about whether the
scope is (a) US companies only, (b) companies traded on US exchanges
only, a slightly wider set than set a thanks to things like ADRs, or
(c) worldwide companies, but it's a tiny bit annoying making these
things consistent across the lists so that the differences aren't just
from differences in the scopes of the lists.

It's pretty easy to generate a list of the top companies by market
cap, with the market caps, using a stock screener. E.g., using Yahoo
data that is only a couple trading days old:
http://screen.yahoo.com/b?mc=50000000000/&z=mc&vw=0&db=stocks&b=1
Or using Marketwatch:
http://www.marketwatch.com/tools/stockresearch/screener/results.asp?state=4&exchange=0&siteID=mktw&s6=1&s6p1=50000&s6p2=999999&screen_me.x=68&screen_me.y=12&col=0&col=4&col=1&col=2&col=10&col=3&col=14&sort=24&sortd=0&numresults=100
(though this list includes some indexes themselves, not just
companies). I guess ideally the best simple uniform representation of
the info would be a spreadsheet with all of the largest companies (up
to at least the top 50, but ideally the top 250-300) with a column for
market cap and a column each for each significant large-cap index
denoting whether the company is part of that index. And ideally,
pointers to how to update the info as easily as possible. Probably the
easiest way to do this is to look around the website for each index
and figure out the right way to download the actual list of companies
in the index, then make a way to look up each company in the list from
the stock screener in each of the index lists to fill in those columns
of the spreadsheet, though that might not be easy to update.