Hi, I had a similar requirement.   I don't believe there is any way to do it using nothing but VisualForce.  It would be nice if apex:inputField had the "tabindex" option, but it doesn't.  Perhaps it should be an idea.

Either way, there is a cheating, ugly, hack which works if you can get past the smell of vomit.

The Input and Select tags that are being created from your VisualForce page are available to Javascript.  Even if VF doesn't allow the use of a tabindex, there is no reason you can't add it yourself.   However, you need to be able to specify the tabindex that you want to use in the VF markup, and that's checked when you save it so that you can't just go adding your own tags willy nilly.

So, you can cheat and put your tabindex values in some other attribute, like the ID, and then when the page loads your javascript can fix it up.

This is overloading the ID, however it will still work as an ID tag, and it gives us a place to pass a string where IE won't try to convert it into a Function when it does it's getAttribute conversions.  (Because getAttribute() doesn't actually return a String in IE-land.)

Since Salesforce adds a bunch of stuff to your Id tag to create such lovely ID tags as:  j_id0:j_id2:j_id3:j_id10:your_id_tag,  you then have to strip off the stuff that's added to the attribute value to get just what you want.

So you can use:

<script language="javascript">
function fixElements(tagn,attrib) {
var tags = document.getElementsByTagName(tagn);
var ti;
var pos;
// Since Salesforce builds a complex Id using the Id's of previous elements, we need
// to find the one that we want.
// Note: this means we're searching for tags like:
// apex:inputfield id="tabIndex4" ....>
var pat = /:tabIndex[0-9]+/;
for (var i=0; i < tags.length; i++) {
if (tags[i].getAttribute(attrib) != null) {
pos = tags[i].getAttribute(attrib).search(pat);
if (pos != -1) {
ti = tags[i].getAttribute(attrib).slice(pos+9);
tags[i].setAttribute('tabIndex',ti);
}
}
}
}
fixElements("input","id");
fixElements("select","id");
</script>

 Then, you can use VF code like:

<snip.....>
<apex:pageBlockSection showHeader="true" title="Information Gathered at Intake" columns="2">
<apex:inputField id="tabIndex1" required="true" value="{!Child__c.Name}"/>
<apex:inputField id="tabIndex9" required="true" value="{!Child__c.Gender__c}"/>
<apex:inputField id="tabIndex2" required="true" value="{!Child__c.Child_Last_Name__c}"/>
<apex:inputField id="tabIndex10" required="true" value="{!Child__c.Language__c}"/>
<apex:inputField id="tabIndex3" required="true" value="{!Child__c.Date_of_birth__c}"/>
<apex:inputField id="tabIndex11" value="{!Child__c.Specify_Other_Language__c}"/>
<apex:inputField id="tabIndex4" required="true" value="{!Child__c.Ethnicity__c}"/>
<apex:inputField id="tabIndex12" value="{!Child__c.SSN__c}"/>
<apex:inputField id="tabIndex5" value="{!Child__c.Living_with_client__c}"/>
<apex:pageBlockSectionItem />
<apex:inputField id="tabIndex6" value="{!Child__c.If_not_where__c}"/>
<apex:pageBlockSectionItem />
<apex:inputField id="tabIndex7" value="{!Child__c.Child_placement_status__c}"/>
<apex:pageBlockSectionItem />
<apex:inputField id="tabIndex8" required="true" value="{!Child__c.Custody__c}"/>
</apex:pageBlockSection>
</snip.....>

 Ugly, gross, but it works in those cases where the user REALLY wants it that way.   I haven't found any problems with this approach yet, but of course your mileage may vary.  Feedback if anybody has improvements or other approaches would be great.

Best, Steve.