The easiest way to get an idea of what indexes may be useful in MS SQL Server 2005 or newer is to use the DMVs(Dynamic Management Views).
The Ultimate Missing Index Finder is a procedure that returns a score that helps distill the information in the DMVs down to somethinig easy to digest. The higher the score the more likely it will improve performance. SQL Server Central is a free to register site. To make sure proper credit is given follow the link above to use it. This is a two step porcess to use it. 1. Add the stored procedure 2. Run it. See the link for specific details.
Compare this to using the Database Tuning Advisor.
With any index tuning tool the same caution applies. Most tools report more than what is needed or useful and can have a negative impact on performance and space if all reported indexes are created. When an index is needed is a lengthly discussion that I will sumarize by saying that indexs can improve reads, updates, and deletes but can also have a negative impact on space and inserts.
Also, indexes found using the DMVs should be verified using the DTA especially low scoring indexes or indexes with a lot of included columns.
You may also be interested in:
The Ultimate Duplicate Index Finder
The Ultimate Index Usage Reporter
