Hi Grant,
I've done some further testing on the inserts and it only takes about 15% longer, so not too bad. I'm bulk loading the data via a C# application, using SqlBulkCopy, in batches of around 10k records.
The explain plan on a simple insert of 1 record shows that 100% of the Operator Cost is with the index.
I've profiled the inserting of all of the data and have the following wait stats although unfortunately this is not an area that I'm totally familiar with.
I've used the query provided by Paul Randall at http://www.sqlskills.com/blogs/paul/wait-statistics-or-please-tell-me-where-it-hurts/: -
WaitTypeWait_SResource_SSignal_SWaitCountPercentageAvgWait_SAvgRes_SAvgSig_S
PREEMPTIVE_OS_WRITEFILEGATHER66.5966.590628.7111.098511.09850
LATCH_EX58.8458.840825.377.35537.3550.0003
ASYNC_IO_COMPLETION41.9441.9401018.084.19374.19370
ASYNC_NETWORK_IO28.8726.642.235379812.450.00050.00050
WRITELOG23.2422.810.43625510.020.00370.00360.0001
IO_COMPLETION8.298.260.03173903.570.00050.00050
Thanks again for your support.
Darren