It's also worth noting that if there is a choice of covering indexes that can be used to return the results, the one occupying the smallest number of pages is chosen.

You can test this on any table with a clustered primary key and a few other indexes of varying sizes thus:

SELECT

ColumnAtTopOfPrimaryKey

FROM

TheTable

I wouldn't recommend testing behaviour on empty tables either, because I think it can produce misleading results.

Tim