PostgreSQL mostly online REINDEX

What do you do, when you want to do REINDEX online? Build new index concurrently, drop old one and rename new. Only you can't do it for indexes supporting primary keys and other constraints without dropping constraint. So, in any case, you have to REINDEX them. And let everyone to be waiting...
And if you have several hundred indexes, it is not very convenient to do it manually. Also note that CREATE INDEX CONCURRENTLY can't be EXECUTE'd from plpgsql function. I wish we had concurrent reindex in PostgreSQL or at least autonomous transactions to deal with the latter problem... But, we must work with available functionality...
So, the decision for me was to write PL/pgSQL script which will generate necessary SQL commands and feed them to psql.
The script itself is the following:

DO 
$$ 
DECLARE 
ind record;
str text;
str_drop text;
str_rename text;
BEGIN 
 FOR ind IN  (SELECT i.oid,i.relname FROM 
     pg_class r,pg_class i , pg_index ir, pg_namespace ns 
     WHERE ir.indexrelid=i.oid AND ir.indrelid=r.oid AND ns.oid=r.relnamespace
             AND ns.nspname='public' AND NOT ir.indisprimary \
             AND i.oid NOT IN 
                 (SELECT conindid FROM pg_constraint)) LOOP
  str:=replace(
      pg_get_indexdef(ind.oid),
      'INDEX '||ind.relname|| ' ON ', 
      'INDEX CONCURRENTLY '||ind.relname|| '_X999 ON ');
  str_drop:='DROP INDEX ' || ind.relname;
  str_rename:='ALTER INDEX ' || ind.relname||'_X999 RENAME TO ' ||ind.relname ;
  RAISE NOTICE '%', str;
  RAISE NOTICE '%', str_drop;
  RAISE NOTICE '%', str_rename;
 END LOOP;
 FOR ind IN  (SELECT i.oid,i.relname FROM 
     pg_class r,pg_class i, pg_index ir, pg_namespace ns 
     WHERE ir.indexrelid=i.oid AND ir.indrelid=r.oid AND ns.oid=r.relnamespace 
             AND ns.nspname='public' AND (ir.indisprimary 
                               OR i.oid IN (SELECT conindid FROM pg_constraint)) LOOP
   str:='REINDEX INDEX ' || ind.relname;
   raise notice '%', str;
 end loop;
END;
$$ LANGUAGE PLPGSQL;

Now with something like this:

$ psql -d DBNAME -f generate_reindex.plpgsql" 2>&1| awk -F 'NOTICE:' '{ if (NF==2) {print $2 ";" } ; }' | psql -d DBNAME

we can mostly concurrently rebuild all indexes in database DBNAME. And last thing to remember is to add

\set ON_ERROR_STOP

to your ~/.psqlrc file just to be safe...