+1 Jeff
Ultimately you need to test and get an idea of when it's quicker. It often does depend on how much data, and your disk I/O. Are you creating a temp table and creating the index afterwards (i.e on the fly) or are you referring to a "typical" table that could have millions of rows over time?
______________________________________________________________________________Never argue with an idiot; Theyll drag you down to their level and beat you with experience