With "WP Complete SiteMap" you can create a page with a sitemap. You can select post types you want to show and if you want show post types by categories. You can use the default shortcode [wcs] or go to settings for have complete shortcode.

=0.6= Fix bug

=0.5= Fix bug from WordPress's SVN repro

=0.4= * Remove var_dump function

=0.3= * Add option to exclude posts * Correction : bug with the tag

=0.2= * Add option to exclude pages