If you are looking for the easiest way to search for artifacts in the Central Maven Repository, go to http://repository.sonatype.org. Sonatype maintains a publi instance of Nexus that can be used to search for artifacts by GAV (groupId, artifactId, version) coordinates, Class Name, or Checksum. Here's a brief demonstration of the search capabilities on http://repository.sonatype.org.
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If you would like to manage your own instance of Nexus and index your own Hosted repositories, you can download an install Nexus from http://nexus.sonatype.org. If you manage your own instance of Nexus, you can proxy other Maven repositories (including Central) and you will have a place to publish your own organization's artifacts.
When you host a Nexus instance and you proxy a remote repository, Nexus downloads a Nexus repository index, this index is what enables Nexus to quickly search the contents of a Maven repository. Downloading this small repository index is all Nexus needs to do to search the entire repository. For more information about Nexus, see http://nexus.sonatype.org.