You're very smart to keep them indoors. If you hang around TCS at all, you'll hear lots of horrible stuff about what happens to cats that get let out, especially in the city. Just this week somebody came in talking about their cat having been shot. I guess it used to be safer, before highways and antifreeze puddles and kids with BB guns and stuff. Not in the modern age. Thankfully, cats can be happy indoors, just like humans can be--especially if they have a window to watch out of.
Re. the litter box: Some cats are pickier than others--remember, they're stepping into the litter box and they've got to lick those paws clean! Since you have multiple cats, have you considered multiple litter boxes? Obviously, the more you clean the boxes, the less they smell; but scooping more than once or twice a day just gets ridiculous, so just putting down more than one box (I recommend "number of cats, plus one") allows you to make the rounds once a day and still keep all the boxes clean and smell-free.
If you have multiple floors in your house, make sure there's at least one per floor, and make sure there are no places where one cat can "casually" block another cat from using a box. I had one cat who bullied a newcomer by sitting in the hall so she couldn't get to the litter box; putting boxes accessible from either end of the hall stopped the bullying.
So yeah, I know, litter boxes are bothersome, but they're a lot less bothersome if you manage them right. I have only two cats, though--there are people here who have around six cats! For them, litter-box juggling must be a fine art.
