Did you know that the Pension Index at Ancestry that includes Civil War Veterans is only one of three finding aids to pensions for men from this era? There are actually three indexes to these records, each one serving a different purpose and covering a slightly different time frame. All three of the indexes were microfilmed by the National Archives and are also available through your local Family History Center.
"Before the Pension" includes information on these finding aids and offers other suggestions on what to do before requesting a pension from the National Archives:http://www.rootdig.com/adn/before_pension.html
The article discusses these finding aids in the section on "Pension Indexes"