The Indiana Division of the Indiana State Library has a good collection of City Directories of numerous Indiana cities and towns. These are on the second floor in the west central area at the top of the stairs.
As is common in the Genealogy Division, there are numerous little signs that say "No Photocopying." I can't imagine anything more tedious than hand copying a city directory, so bring your digital camera. Some of these may be on microfilm, so ask a librarian about that.
I've been wondering why these are not in the Genealogy area downstairs. I mean, how many average citizens wander into the library and get seized by an impulse to peruse a 1905 Richmond directory?
Anyway, don't overlook these resources when you visit to do Indiana research.