Indexing tables requires some trial and error combined with lots of testing to get things right. Even then, performance metrics change over time as more and more data is added or becomes aged.
When you're using SQL Server, it's a good idea to regularly run and analyze the standard reports SQL Server provides that show index usage (such as top queries by total IO, top queries by average IO, etc). This can highlight unused indexes, and can also show queries that are using excessive IO which may require further indexing.
For a deeper analysis of queries, you can also use a tool like ANTS Performance Profiler or Telerik JustTrace.
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