The reindex is a slacker for sure!
I don't think you need to delete the CDX.
You may need to close the DBC and open DBFs as free tables - or automate removing them from the dbc and adding them back.

Steps for your consideration:
.close all tables (maybe cursors too?)
.Delete tags
.Sort on 'heavy' use key field(s) and append back. Get 'primary' physical order to match 'primarty' (index) logical order.
.Index
.delete sorted to table

>i have a database with several tables, i want to re build the indexes by first deleting all the tags or deleting the .cdx and issuing index on command for the fields i want to index but the problem is it gives me an error "Cannot update the cursor" what's wrong? i don't use reindex command because as what i have experienced in foxpro for dos, the .cdx file will become bigger.