GSquared (1/7/2013)
"When to index" isn't a question of the query. Not really. It's a question of what you're trying to do.There's no way to tell, from what you wrote, wether you should index something or not.
Start out with a book on performance tuning. Read online articles on it, too, but pick out a good book as a first step.
My readings are:
A Guide for the Accidental DBA, Mastering Server Profiler, Performance Tuning DMV, SQL Server Tacklebox.
Any suggestions?