One of the worst examples is Weinberg’s book on GR, which I found nearly unreadable due to the morass of coordinates/indices. So much more painful to learn from than Wald or other mathematically modern treatments of GR.

That's good to know about Wald. I bought a copy to finally get my head round General Relativity, but its brief explanation of Special Relativity right at the start made it clear that I hadn't properly understood that, which led to me getting Gourgoulhon's book. I should be better placed to tackle it now.