Suggest you read the articles on indexing written by Gail Shaw the 2nd of which is the featured article today
http://www.sqlservercentral.com/articles/Indexing/68563/
You also might want to spend time looking at these videos on indexing by Kimberly L. Tripp
http://msevents.microsoft.com/CUI/WebCastEventDetails.aspx?culture=en-US&EventID=1032278595
http://msevents.microsoft.com/CUI/WebCastEventDetails.aspx?culture=en-US&EventID=1032278599