You can't get banned until you've been spidered (note the use of the word 'spidered', not indexed) ... you'll know if you've been spidered or not by looking at your logs. Google has Webmaster guidelines - follow them. If you breach the guidelines and get banned, correct the problem and file a reinclusion request.
Yahoo and MSN/Live aren't as fickle as Google, so as long as you've got some good links and content.
The SEs are under no obligation to index your site or to provide reasons for or against inclusion - they are there for the sole reason of making profits and if your site is not worthy then it will not be included, or kicked out.
If you rely on SEs to bring you traffic then they are, in a way, a customer of yours and it's a good idea to keep them happy.
You might want to read what Matt Cutts has to say
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