Heh, yes, I've wished for a cross-referenced table generation function myself, but if there is one, I haven't found it. Perhaps there's a plugin somewhere that does this?
As for changing font colors, the best method I can find is to edit the "Internet Link" and "Visited Internet Link" styles in the character styles in the "Styles and Formatting" dialogue. What you can do is set the font effects to black (or whatever color you wish) and also remove the underlining if you desire. The catch is that any hyperlinks in the text body will also appear in that styling (the obvious workaround is to manually edit the styles of these links).
Now, a quick search reveals that it's possible to insert hyperlinks into the TOC, so combining this with changing character styles may yield the results and ease-of-use you are looking for.