And the indexes have to be selective enough to be useful for a seek or you'll get scans. Same things apply to non-clustered indexes too.
For lots more detail on query tuning and execution plans, take a look at my books (listed below).
"The credit belongs to the man who is actually in the arena, whose face is marred by dust and sweat and blood"
- Theodore Roosevelt
Author of:
SQL Server Execution Plans
SQL Server Query Performance Tuning