I found this neat little Java application for building search-engine compliant (XML) site maps for large websites - http://www.auditmypc.com/xml-sitemap.asp.

Make sure to limit the number of threads you allow the software to use, as otherwise you may hammer your web server into oblivion. Also make sure your robots.txt file is setup properly, as otherwise the sitemap may contain links to pages you don't want the search engine to index.