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ive seen both sides of the story, some like to idex others dont, indexing them is ok so long as on the tag page you dont have the full articles with that tag shown - that way you are ok for duplicate content. What I have seen is that tag pages can also rank pretty well for their keyword pulling in easy traffic for many more that the usual article - so why not optimise your site to accomodate indexing tag pages, it makes for a bigger site in googles eyes if they are indexed which will help to make yours an authority.