If you want to get indexed fast in the search engines, the first thing you must do is to submit your site to their relevant submit page. Also don't forget to submit your site map to Google.
Register to Google Webmaster Tools and keep an eye on their statistics. Check regularly for problems, broken links and so on.
The fastest way to get your changes indexed is to submit your site link to web pages that are crawled fast and have a high page rank. Social bookmarking comes in help in this case. Here is a list of social bookmark sites that are crawled and indexed very fast.
Other group of sites that are indexed and crawled often and are easy accessible are the big web forums. Using links in the forum signature can help great in improving a site visibility an indexing. It is a n easy and fast way to get a lot of high quality backlinks.
Some practices in the Search Engine Optimization are labeled "Black Hat SEO". They can cause a lot of harm and even drop from the SERP. Be careful that the techniques you use are compliant with the relevant search engine guidelines. For Google you can start your reading from here.
Also poor server uptime can cause harm and eventually will be the reason for not being indexed.