On another client site, he also got indexing issues, but for other 3 items.
[I tried reindexing from SSH , so know the errors. And I have posted below the exact errors, while magento is trying to reindex my data. ]
Product Prices - Index product prices
exception 'PDOException' with message 'SQLSTATE[23000]: Integrity constraint violation: 1452 Cannot add or update a child row: a foreign key constraint fails (`mageclub_jay/catalog_product_index_tier_price`, CONSTRAINT `FK_CAT_PRD_IDX_TIER_PRICE_ENTT_ID_CAT_PRD_ENTT_ENTT_ID` FOREIGN KEY (`entity_id`) REFERENCES `catalog_product_entity` (`entity_id`))' in /home/mageclub/public_html/demolink.biz/jay/lib/Zend/Db/Statement/Pdo.php:228
Product Flat Data - Reorganize EAV product structure to flat structure
Next exception 'Zend_Db_Statement_Exception' with message 'SQLSTATE[23000]: Integrity constraint violation: 1452 Cannot add or update a child row: a foreign key constraint fails (`mageclub_jay/catalog_category_product_index`, CONSTRAINT `FK_CAT_CTGR_PRD_IDX_CTGR_ID_CAT_CTGR_ENTT_ENTT_ID` FOREIGN KEY (`category_id`) REFERENCES `catalog_category_entity` (`entity_id`) ON )' in /home/mageclub/public_html/demolink.biz/jay/lib/Zend/Db/Statement/Pdo.php:234
Category Products - Indexed category/products association
Category Products index process unknown error: exception 'PDOException' with message 'SQLSTATE[23000]: Integrity constraint violation: 1452 Cannot add or update a child row: a foreign key constraint fails (`mageclub_jay/catalog_category_product_index`, CONSTRAINT `FK_CAT_CTGR_PRD_IDX_CTGR_ID_CAT_CTGR_ENTT_ENTT_ID` FOREIGN KEY (`category_id`) REFERENCES `catalog_category_entity` (`entity_id`) ON )' in /home/mageclub/public_html/demolink.biz/jay/lib/Zend/Db/Statement/Pdo.php:228
Fixed Tag Aggregation Data Reindexing Problem.
In my case, fixed by deleteing the table data in tag_relation and tag_summary tables.
Though, you should add the products related with tag name again.