>What are some techniques y'all would suggest I employ if I wanted to
>implement federated search against my growing collection of SRU-
>accessible indexes?

Our technique is as follows:

Scan all known indexes on remote database and create a document that
represents that server, with a field containing all terms in a given
index.

Index these documents.

For a given request, search the proxy documents constructed to find
databases that are likely to have a match.  Rank them by relevance using
the frequency of the term in the index (as retreived with scan).

Then search the matching databases in order of relevance.  If you're
expecting to make this available over the web, then limiting the number
of parallel searches at any one time is a good idea or you'll blow away
either your own server or the remote database.

Rob