Why don't databases automatically index tables based on query frequency? Do any tools exist to analyze a database and the queries it is receiving, and automatically create, or at least suggest which indexes to create?
I'm specifically interested in MySQL, but I'd be curious for other databases as well.
Part of the reason may be that indexes don't just give a small speedup. If you don't have a suitable index on a large table queries can run so slowly that the application is entirely unusable, and possibly if it is interacting with other software it simply won't work. So you really need the indexes to be right before you start trying to use the application.
Also, rather than building an index in the background, and slowing things down further while it's being built, it is better to have the index defined before you start adding significant amounts of data.
I'm sure we'll get more tools that take sample queries and work out what indexes are necessary; also probably we will eventually get databases that do as you suggest and monitor performance and add indexes they think are necessary, but I don't think they will be a replacement for starting off with the right indexes.