This is good for a basic start. I would simplify this a little - for example, I would change the dynamic query to the following:

EXEC sp_msforeachdb 'Use ?;

INSERT INTO #Frag (

DBName,

TableName,

SchemaName,

IndexName,

AvgFragment

)

Select db_name()

,object_name(s.object_id) As ObjectName

,object_schema_name(s.object_id) As SchemaName

,s.avg_fragmentation_in_percent

From sys.dm_db_index_physical_stats(db_id(), Null, Null, Null, ''Sampled'') s

Join sys.indexes i On i.object_id = s.object_id And i.index_id = s.index_id

Where i.index_id > 0

And i.index_id < 255

And s.avg_fragmentation_in_percent > 20'

And move the ordering of the results to the cursor instead (guarantees the order will always be what I want).