Sometimes a setting in your .vimrc will get overridden by a plugin or autocommand. To debug this a useful trick is to use the :verbose command in conjunction with :set. For example, to figure out where cindent got set/unset:
:verbose set cindent?
This will output something like:
cindent
Last set from /usr/share/vim/vim71/indent/c.vim
This also works with maps and highlights. (Thanks joeytwiddle for pointing this out.) For example:
:verbose nmap U
n U <C-R>
Last set from ~/.vimrc
:verbose highlight Normal
Normal xxx guifg=#ffffdffffd guibg=#111111 font=Inconsolata Medium 14
Last set from ~/src/vim-holodark/colors/holodark.vim