Thanks for using this tool. Some search engines are improving the manner in which you can verify your listings, so check back on a regular basis to find out what's new.
Different methods are required as each search engine has it's own way of doing things.
Obviously some ways are better than others. Sometimes your pages just won't get indexed and you will have to resubmit. One common reason is that when they send out their crawler to index your page, the server hosting your page may not be reachable. This is, after all, the Internet. You should also verify that your pages are still listed with them on a weekly basis.