1) BE VERY VERY VERY careful about slapping indexes on your system using the missing indexes subsystem (or Database Tuning Advisor). They LOVE LOVE LOVE included columns, and they do NO CHECKING WHATSOEVER for existing indexes!! I have spend literally HUNDREDS of manhours cleaning up client systems from rampant use of one or the other or both of those constructs. I am about to spend another hundred or so on yet another client here in early 2013. Be sure to check recommendations with what actually currently exists on the table and do something smart.

2) Here is a script I use to see relative value of missing indexes.

SELECT

mig.index_group_handle, mid.index_handle,

CONVERT (decimal (28,1),

migs.avg_total_user_cost * migs.avg_user_impact * (migs.user_seeks + migs.user_scans)

) AS improvement_measure,

'CREATE INDEX missing_index_' + CONVERT (varchar, mig.index_group_handle) + '_' + CONVERT (varchar, mid.index_handle)

+ ' ON ' + mid.statement

+ ' (' + ISNULL (mid.equality_columns,'')

+ CASE WHEN mid.equality_columns IS NOT NULL AND mid.inequality_columns IS NOT NULL THEN ',' ELSE '' END

+ ISNULL (mid.inequality_columns, '')

+ ')'

+ ISNULL (' INCLUDE (' + mid.included_columns + ')', '') AS create_index_statement,

migs.*, mid.database_id, mid.[object_id]

FROM sys.dm_db_missing_index_groups mig

INNER JOIN sys.dm_db_missing_index_group_stats migs ON migs.group_handle = mig.index_group_handle

INNER JOIN sys.dm_db_missing_index_details mid ON mig.index_handle = mid.index_handle

WHERE CONVERT (decimal (28,1), migs.avg_total_user_cost * migs.avg_user_impact * (migs.user_seeks + migs.user_scans)) > 10

ORDER BY migs.avg_total_user_cost * migs.avg_user_impact * (migs.user_seeks + migs.user_scans) DESC