I noticed today that Em Software has updated their InData plug-in to work with InDesign CS4. I've used this plug-in for several projects in the past, and can vouch for its usefulness. It's best described as "mail merge on steroids". If you've tried the Data Merge feature of InDesign, but been hampered by its limitations, you'll love InData. It's particularly useful for publishing directories from database information, without having to learn how to use InDesign's XML features.
Of course, if you need training on how to use InData, or consulting help with an InData project, I can do that too! Contact me if you'd like to talk about this.