I create indented bullets in InDesign by using the pargraph settings. I indent the full paragraph/sentence by a specific amount (i usually use 0p7 picas for a small dash or bullet), then indent the first line by the same negative amount (-0p7).

Not sure if that's the fastest or best way, but it gets the job done for me.

Just one question: I've noticed this indent feature is lost if it has to go around an irregular shaped graphic with text wrap. How do you get around this? no pun intended!
Thanks