There are a few good scripts out there.
Currently I'm using this one:
http://www.xav.com/scripts/search/
If you want an example of how it looks, go to my site
http://www.e-places.net/ and on any page, at the top there's a search entry. Put something you know will hit, and search it.
This search engine can be configured to crawl a site using http, or direct file access.
I do NOT do well keeping it up to date, and i'm horrible at managing filters. However it still works well.
Xav is great stuff. For newbies it's great. They've got scripts that you just put your name/password/hostname and it will install everything for you. Although I didn't do this because I'm a little skeptical about giving out my password and username to anyone, I did test it on another site, and it worked very well.
This search engine also maintains a database which is very nice if you find down the road you want to analyze your stats.