Improve discoverability of index build options

Is your feature request related to a problem?

Currently Dataset.set_xindex(coord_names, index_cls=None, **options) allows passing index build options (if any) via the **options arguments. Those options are not easily discoverable, though (no auto-completion, etc.).

Describe the solution you'd like

What about something like this?

ds.set_xindex("x", MyCustomIndex.with_options(foo=1, bar=True))

# or

ds.set_xindex("x", *MyCustomIndex.with_options(foo=1, bar=True))

This would require adding a .with_options() class method that can be overridden in Index subclasses (optional):

# xarray.core.indexes

class Index:
    @classmethod
    def with_options(cls) -> tuple[type[Self], dict[str, Any]]:
        return cls, {}

# third-party code
from xarray.indexes import Index

class MyCustomIndex(Index):

    @classmethod
    def with_options(cls, foo: int = 0, bar: bool = False) -> tuple[type[Self], dict[str, Any]]:
        """Set a new MyCustomIndex with options.

        Parameters
        ------------
        foo : int, optional
            The foo option (default: 1).
        bar : bool, optional
            The bar option (default: False).
        """
        return cls, {"foo": foo, "bar": bar}

Thoughts?

Describe alternatives you've considered

Build options are also likely defined in the Index constructor, e.g.,

# third-party code
from xarray.indexes import Index

class MyCustomIndex(Index):
    
    def __init__(self, data, foo=0, bar=False):
        ...

However, the Index constructor is not public API (only used internally and indirectly in Xarray when setting a new index from existing coordinates).

Any other idea?

Additional context

No response

Start with Dataset.set_xindex and the Index class in xarray.core.indexes, then review how index build options are currently passed through **options and constructors. Compare the proposed with_options() forms and determine the public API and override behavior that should be adopted. Done means the option-discovery approach and its expected behavior are agreed and documented for implementation.