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In my basic understanding of indexes and running of the explain statement, it seems that they only apply to WHERE and ORDER BY. Are there any other places / instances where indexes apply in SELECT statements?
The data in an index may be used if you are only selecting the exact fields that are also used in the index chosen by mysql.
However; Asking this question to me tells me that you miss the fundamental point of indexes and how they work. It may be a good idea to just read a chapter or two from the manual to get a clearer understanding — http://dev.mysql.com/doc/refman/5.0/en/optimization-indexes.html. It should be very logical to you that they are mainly used to fulfill the WHERE and ORDER BY clauses.