In general, nonclustered indexes (and the associated bookmark lookup to the base table) will be used only if the query is estimated to hit between 0 and perhaps as much as 2 percent of the total rows. This is a surprisingly low percentage to most people. Often, and certainly the case in my example where I explicitely stated there was exactly one FK child row per parent in a billion row table, FK children tables have VERY few rows per parent key and an index WILL be beneficial for lookups/joins.