I generally use this query as a first step in determining missing indexes.

DECLARE @DBName VARCHAR(50) = 'yourDB';

SELECT [Total Cost] = ROUND(avg_total_user_cost * avg_user_impact * (user_seeks + user_scans), 0),

avg_user_impact, TableName = statement, [EqualityUsage] = equality_columns,

[InequalityUsage] = inequality_columns, [Include Cloumns] = included_columns

FROM sys.dm_db_missing_index_groups g

INNER JOIN sys.dm_db_missing_index_group_stats s ON s.group_handle = g.index_group_handle

INNER JOIN sys.dm_db_missing_index_details d ON d.index_handle = g.index_handle

WHERE DB_NAME(database_id) = @DBName

ORDER BY [Total Cost] DESC;

Which could be written like this: -

DECLARE @DBName VARCHAR(50) = 'yourDB';

SELECT

[Total Cost] = ROUND(avg_total_user_cost * avg_user_impact * (user_seeks + user_scans), 0),

avg_user_impact, TableName = statement,

'CREATE NONCLUSTERED INDEX [IX_' + OBJECT_NAME(d.object_id, database_id) + '_' +

REPLACE(REPLACE(REPLACE(ISNULL(REPLACE(d.equality_columns,', ','_') + '_','') +

ISNULL(REPLACE(d.inequality_columns,', ','_'),''),'[',''),']','') + ']','_]',']') +

' ON ' + QUOTENAME(OBJECT_SCHEMA_NAME(d.object_id, database_id)) + '.' + QUOTENAME(OBJECT_NAME(d.object_id, database_id)) +

' ( ' + CASE WHEN d.equality_columns IS NOT NULL

THEN d.equality_columns + CASE WHEN d.inequality_columns IS NOT NULL

THEN ', ' + d.inequality_columns

ELSE '' END

ELSE ISNULL(d.inequality_columns,'') END + ' ) ' + ISNULL('INCLUDE ( ' + d.included_columns + ' )','') +

';' AS [Create Index Statement]

FROM sys.dm_db_missing_index_groups g

INNER JOIN sys.dm_db_missing_index_group_stats s ON s.group_handle = g.index_group_handle

INNER JOIN sys.dm_db_missing_index_details d ON d.index_handle = g.index_handle

WHERE DB_NAME(database_id) = @DBName

ORDER BY [Total Cost] DESC;

Now, I'm not saying that indexes that are suggested from the above are the ones that need creating. They're more of a guide that points me towards the areas of the database that I need to investigate.