First, I'd recommend creating a separate thread for this conversation as I foresee it being possible lengthy.

Second, before I'd add an index I'd evaluate the existing indexes to see if there is one I could alter to meet this need. I've been planning on working on some code that does a comparison between the missing index information and existing indexes. I've seen many times where there is an existing index with a different order or just missing one of the columns. I'd also evaluate the queries that are causing the missing index recommendations. It may be that you don't really need all the included columns for the majority of the columns. While eliminating bookmark lookups is often a quick performance enhancer, it may not always be the best thing.