Check and save sarg settings and try to force sarg schedule.
This appears to be a somewhat common problem with the more recent pfSense installations, when SARG reports are accessed ({Status} > {Sarg Reports} > [View Report] Tab) the UI responds with:
Error: Could not find report index file. Check and save sarg settings and try to force sarg schedule.
Edit: 02/01/2016 – After an update to v2.2.6-RELEASE I had re-inherited the same error, this time however, it was caused by symbolic link weirdness – See the fix here.
Some users have reported that changing options in the [General] tab, saving, then forcing a schedule has resolved this issue, I have not been so lucky, so the following is what I needed to do to fix things.