I've never understood the argument that category pages should be noindexed. They have always been an excellent source of traffic for me, too.
It's said that it could be considered low quality content. If you treat your category pages as just another page in your website (a healthy category introduction/description does wonders) it can be a nexus for broad search terms.
As an example of where this works very well, I have one category in a computer networking blog I have about TCP/IP. It's part of a series that explains the protocol, and the category page essentially is the 'guide' page, linking to each step in the guide to learning TCP/IP. I have the excerpts used only in category pages, so each category page also has unique preview content for each post.
Your specific worry is that you have posts in multiple categories. The thing is, there won't be the same posts in every category page so there will be a mashup of content. Some duplicate content is not bad. In addition to the category description, you'll be fine so long as you don't have synonymous categories.
You're fine in keeping them indexed. I would think you are crazy if you did otherwise 