Sql server table: create partitions? - sql-server

I have an sql datadas, where among other things I have a prices table, where I have one price per product per store.
There are 50 stores and over 500000 products, so this table Will easily have 25 to 30 million records.
This table is feed daily over night with prices updates, and has huge read operations during day. Reads are made with readonly intent.
All queries contain storeid as part of identifying the record to update or read.
I m not able yet to determine how this Will behave since I m expecting external supply of prices but I m expecting performance issues at least on read operations, even though indexes are in place for now...
My question is if I should consider table partition by store since it is always part of queries. But then I have indexes where storeid is not the only column that is part of the index.
Based on this scenario, would you recommend partitioning? The alternative I see is having 50 tables one per store, but it seems painless and if possible to avoid the better

if I should consider table partition by store since it is always part of queries
Yes. That sounds promising.
But then I have indexes where storeid is not the only column that is part of the index.
That's fine. So long as the partitioning column is one of the clustered index columns, you can partition by it. In fact with partitioning, you can get partition elimination for a trailing column of the clustered index, then a clustered index seek within the target partition.

Hi all and thank you for your replies.
I was able to generate significant information on a contained environment where I was able to confirm that I can achieve excelent performance indicators by using only the appropriate indexes.
So for now we will keep it "as is" and have the partition strategy on hand just in case.
Thanks again, nice tips guys

Related

Create more than one non clustered index on same column in SQL Server

What is the index creating strategy?
Is it possible to create more than one non-clustered index on the same column in SQL Server?
How about creating clustered and non-clustered on same column?
Very sorry, but indexing is very confusing to me.
Is there any way to find out the estimated query execution time in SQL Server?
The words are rather logical and you'll learn them quite quickly. :)
In layman's terms, SEEK implies seeking out precise locations for records, which is what the SQL Server does when the column you're searching in is indexed, and your filter (the WHERE condition) is accurrate enough.
SCAN means a larger range of rows where the query execution planner estimates it's faster to fetch a whole range as opposed to individually seeking each value.
And yes, you can have multiple indexes on the same field, and sometimes it can be a very good idea. Play out with the indexes and use the query execution planner to determine what happens (shortcut in SSMS: Ctrl + M). You can even run two versions of the same query and the execution planner will easily show you how much resources and time is taken by each, making optimization quite easy.
But to expand on these a bit, say you have an address table like so, and it has over 1 billion records:
CREATE TABLE ADDRESS
(ADDRESS_ID INT -- CLUSTERED primary key ADRESS_PK_IDX
, PERSON_ID INT -- FOREIGN KEY, NONCLUSTERED INDEX ADDRESS_PERSON_IDX
, CITY VARCHAR(256)
, MARKED_FOR_CHECKUP BIT
, **+n^10 different other columns...**)
Now, if you want to find all the address information for person 12345, the index on PERSON_ID is perfect. Since the table has loads of other data on the same row, it would be inefficient and space-consuming to create a nonclustered index to cover all other columns as well as PERSON_ID. In this case, SQL Server will execute an index SEEK on the index in PERSON_ID, then use that to do a Key Lookup on the clustered index in ADDRESS_ID, and from there return all the data in all other columns on that same row.
However, say you want to search for all the persons in a city, but you don't need other address information. This time, the most effective way would be to create an index on CITY and use INCLUDE option to cover PERSON_ID as well. That way, a single index seek / scan would return all the information you need without the need to resort to checking the CLUSTERED index for the PERSON_ID data on the same row.
Now, let's say both of those queries are required but still rather heavy because of the 1 billion records. But there's one special query that needs to be really really fast. That query wants all the persons on addresses that have been MARKED_FOR_CHECKUP, and who must live in New York (ignore whatever checkup means, that doesn't matter). Now you might want to create a third, filtered index on MARKED_FOR_CHECKUP and CITY, with INCLUDE covering PERSON_ID, and with a filter saying CITY = 'New York' and MARKED_FOR_CHECKUP = 1. This index would be insanely fast, as it only ever cover queries that satisfy those exact conditions, and therefore has a fraction of the data to go through compared to the other indexes.
(Disclaimer here, bear in mind that the query execution planner is not stupid, it can use multiple nonclustered indexes together to produce the correct results, so the examples above may not be the best ones available as it's very hard to imagine when you would need 3 different indexes covering the same column, but I'm sure you get the idea.)
The types of index, their columns, included columns, sorting orders, filters etc depend entirely on the situation. You will need to make covering indexes to satisfy several different types of queries, as well as customized indexes created specifically for singular, important queries. Each index takes up space on the HDD so making useless indexes is wasteful and requires extra maintenance whenever the data model changes, and wastes time in defragmentation and statistics update operations though... so you don't want to just slap an index on everything either.
Experiment, learn and work out which works best for your needs.
I'm not the expert on indexing either, but here is what I know.
You can have only ONE Clustered Index per table.
You can have up to a certain limit of non clustered indexes per table. Refer to http://social.msdn.microsoft.com/Forums/en-US/63ba3877-e0bd-4417-a04b-19c3bfb02ac9/maximum-number-of-index-per-table-max-no-of-columns-in-noncluster-index-in-sql-server?forum=transactsql
Indexes should just have different names, but its better not to use the same column(s) on a lot of different indexes as you will run into some performance problems.
A very important point to remember is that Indexes although it makes your select faster, influence your Insert/Update/Delete speed as the information needs to be added to the index, which means that the more indexes you have on a column that gets updated a lot, will drastically reduce the speed of the update.
You can include columns that is used on a CLUSTERED index in one or more NON-CLUSTERED indexes.
Here is some more reading material
http://www.sqlteam.com/article/sql-server-indexes-the-basics
http://www.programmerinterview.com/index.php/database-sql/what-is-an-index/
EDIT
Another point to remember is that an index takes up space just like the table. The more indexes you create the more space it uses, so try not to use char/varchar (or nchar/nvarchar) in an index. It uses to much space in the index, and on huge columns give basically no benefit. When your Indexes start to become bigger than your table, it also means that you have to relook your index strategy.

Approaches to table partitioning in SQL Server

The database I'm working with is currently over 100 GiB and promises to grow much larger over the next year or so. I'm trying to design a partitioning scheme that will work with my dataset but thus far have failed miserably. My problem is that queries against this database will typically test the values of multiple columns in this one large table, ending up in result sets that overlap in an unpredictable fashion.
Everyone (the DBAs I'm working with) warns against having tables over a certain size and I've researched and evaluated the solutions I've come across but they all seem to rely on a data characteristic that allows for logical table partitioning. Unfortunately, I do not see a way to achieve that given the structure of my tables.
Here's the structure of our two main tables to put this into perspective.
Table: Case
Columns:
Year
Type
Status
UniqueIdentifier
PrimaryKey
etc.
Table: Case_Participant
Columns:
Case.PrimaryKey
LastName
FirstName
SSN
DLN
OtherUniqueIdentifiers
Note that any of the columns above can be used as query parameters.
Rather than guess, measure. Collect statistics of usage (queries run), look at the engine own statistics like sys.dm_db_index_usage_stats and then you make an informed decision: the partition that bests balances data size and gives best affinity for the most often run queries will be a good candidate. Of course you'll have to compromise.
Also don't forget that partitioning is per index (where 'table' = one of the indexes), not per table, so the question is not what to partition on, but which indexes to partition or not and what partitioning function to use. Your clustered indexes on the two tables are going to be the most likely candidates obviously (not much sense to partition just a non-clustered index and not partition the clustered one) so, unless you're considering redesign of your clustered keys, the question is really what partitioning function to choose for your clustered indexes.
If I'd venture a guess I'd say that for any data that accumulates over time (like 'cases' with a 'year') the most natural partition is the sliding window.
If you have no other choice you can partition by key module the number of partition tables.
Lets say that you want to partition to 10 tables.
You will define tables:
Case00
Case01
...
Case09
And partition you data by UniqueIdentifier or PrimaryKey module 10 and place each record in the corresponding table (Depending on your unique UniqueIdentifier you might need to start manual allocation of ids).
When performing a query, you will need to run same query on all tables, and use UNION to merge the result set into a single query result.
It's not as good as partitioning the tables based on some logical separation which corresponds to the expected query, but it's better then hitting the size limit of a table.
Another possible thing to look at (before partitioning) is your model.
Are you in a normalized database? Are there further steps which could improve performance by different choices in the normalization/de-/partial-normalization? Are there options to transform the data into a Kimball-style dimensional star model which is optimal for reporting/querying?
If you aren't going to drop partitions of the table (sliding window, as mentioned) or treat different partitions differently (you say any columns can be used in the query), I'm not sure what you are trying to get out of the partitioning that you won't already get out of your indexing strategy.
I'm not aware of any table limits on rows. AFAIK, the number of rows is limited only by available storage.

What's your approach for optimizing large tables (+1M rows) on SQL Server?

I'm importing Brazilian stock market data to a SQL Server database. Right now I have a table with price information from three kind of assets: stocks, options and forwards. I'm still in 2006 data and the table has over half million records. I have more 12 years of data to import so the table will exceed a million records for sure.
Now, my first approach for optimization was to keep the data to a minimum size, so I reduced the row size to an average of 60 bytes, with the following columns:
[Stock] [int] NOT NULL
[Date] [smalldatetime] NOT NULL
[Open] [smallmoney] NOT NULL
[High] [smallmoney] NOT NULL
[Low] [smallmoney] NOT NULL
[Close] [smallmoney] NOT NULL
[Trades] [int] NOT NULL
[Quantity] [bigint] NOT NULL
[Volume] [money] NOT NULL
Now, second approach for optimization was to make a clustered index. Actually the primary index is automatically clusted and I made it a compound index with Stock and Date fields. This is unique, I can't have two quote data for the same stock on the same day.
The clusted index makes sure that quotes from the same stock stay together, and probably ordered by date. Is this second information true?
Right now with a half million records it's taking around 200ms to select 700 quotes from a specific asset. I believe this number will get higher as the table grows.
Now for a third approach I'm thinking in maybe splitting the table in three tables, each for a specific market (stocks, options and forwards). This will probably cut the table size by 1/3. Now, will this approach help or it doesn't matter too much? Right now the table has 50mb of size so it can fit entirely in RAM without much trouble.
Another approach would be using the partition feature of SQL Server. I don't know much about it but I think it's normally used when the tables are large and you can span across multiple disks to reduce I/O latency, am I right? Would partitioning be any helpful in this case? I believe I can partition the newest values (latest years) and oldest values in different tables, The probability of seeking for newest data is higher, and with a small partition it will probably be faster, right?
What would be other good approachs to make this the fastest possible? The mainly select usage of the table will be for seeking a specific range of records from a specific asset, like the latest 3 months of asset X. There will be another usages but this will be the most common, being possible executed by more than 3k users concurrently.
At 1 million records, I wouldn't consider this a particularly large table needing unusual optimization techniques such as splitting the table up, denormalizing, etc. But those decisions will come when you've tried all the normal means that don't affect your ability to use standard query techniques.
Now, second approach for optimization was to make a clustered index. Actually the primary index is automatically clusted and I made it a compound index with Stock and Date fields. This is unique, I can't have two quote data for the same stock on the same day.
The clusted index makes sure that quotes from the same stock stay together, and probably ordered by date. Is this second information true?
It's logically true - the clustered index defines the logical ordering of the records on the disk, which is all you should be concerned about. SQL Server may forego the overhead of sorting within a physical block, but it will still behave as if it did, so it's not significant. Querying for one stock will probably be 1 or 2 page reads in any case; and the optimizer doesn't benefit much from unordered data within a page read.
Right now with a half million records it's taking around 200ms to select 700 quotes from a specific asset. I believe this number will get higher as the table grows.
Not necessarily significantly. There isn't a linear relationship between table size and query speed. There are usually a lot more considerations that are more important. I wouldn't worry about it in the range you describe. Is that the reason you're concerned? 200 ms would seem to me to be great, enough to get you to the point where your tables are loaded and you can start doing realistic testing, and get a much better idea of real-life performance.
Now for a third approach I'm thinking in maybe splitting the table in three tables, each for a specific market (stocks, options and forwards). This will probably cut the table size by 1/3. Now, will this approach help or it doesn't matter too much? Right now the table has 50mb of size so it can fit entirely in RAM without much trouble.
No! This kind of optimization is so premature it's probably stillborn.
Another approach would be using the partition feature of SQL Server.
Same comment. You will be able to stick for a long time to strictly logical, fully normalized schema design.
What would be other good approachs to make this the fastest possible?
The best first step is clustering on stock. Insertion speed is of no consequence at all until you are looking at multiple records inserted per second - I don't see anything anywhere near that activity here. This should get you close to maximum efficiency because it will efficiently read every record associated with a stock, and that seems to be your most common index. Any further optimization needs to be accomplished based on testing.
A million records really isn't that big. It does sound like it's taking too long to search though - is the column you're searching against indexed?
As ever, the first port of call should be the SQL profiler and query plan evaluator. Ask SQL Server what it's going to do with the queries you're interested in. I believe you can even ask it to suggest changes such as extra indexes.
I wouldn't start getting into partitioning etc just yet - as you say, it should all comfortably sit in memory at the moment, so I suspect your problem is more likely to be a missing index.
Check your execution plan on that query first. Make sure your indexes are being used. I've found that. A million records is not a lot. To give some perspective, we had an inventory table with 30 million rows in it and our entire query which joined tons of tables and did lots of calculations could run in under 200 MS. We found that on a quad proc 64 bit server, we could have signifcantly more records so we never bothered partioning.
You can use SQL Profier to see the execution plan, or just run the query from SQL Management Studio or Query Analyzer.
reevaluate the indexes... thats the most important part, the size of the data doesn't really matter, well it does but no entirely for speed purposes.
My recommendation is re build the indexes for that table, make a composite one for the columns you´ll need the most. Now that you have only a few records play with the different indexes otherwise it´ll get quite annoying to try new things once you have all the historical data in the table.
After you do that review your query, make the query plan evaluator your friend, and check if the engine is using the right index.
I just read you last post, theres one thing i don't get, you are quering the table while you insert data? at the same time?. What for? by inserting, you mean one records or hundred thousands? How are you inserting? one by one?
But again the key of this are the indexes, don't mess with partitioning and stuff yet.. specially with a millon records, thats nothing, i have tables with 150 millon records, and returning 40k specific records takes the engine about 1500ms...
I work for a school district and we have to track attendance for each student. It's how we make our money. My table that holds the daily attendance mark for each student is currently 38.9 Million records large. I can pull up a single student's attendance very quickly from this. We keep 4 indexes (including the primary key) on this table. Our clustered index is student/date which keeps all the student's records ordered by that. We've taken a hit on inserts to this table with regards to that in the event that an old record for a student is inserted, but it is a worthwhile risk for our purposes.
With regards to select speed, I would certainly take advantage of caching in your circumstance.
You've mentioned that your primary key is a compound on (Stock, Date), and clustered. This means the table is organised by Stock and then by Date. Whenever you insert a new row, it has to insert it into the middle of the table, and this can cause the other rows to be pushed out to other pages (page splits).
I would recommend trying to reverse the primary key to (Date, Stock), and adding a non-clustered index on Stock to facilitate quick lookups for a specific Stock. This will allow inserts to always happen at the end of the table (assuming you're inserting in order of date), and won't affect the rest of the table, and lesser chance of page splits.
The execution plan shows it's using the clustered index quite fine, but I forgot an extremely important fact, I'm still inserting data! The insert is probably locking the table too often. There is a way we can see this bottleneck?
The execution plan doesn't seems to show anything about lock issues.
Right now this data is only historical, when the importing process is finished the inserts will stop and be much less often. But I will have a larger table for real-time data soon, that will suffer from this constant insert problem and will be bigger than this table. So any approach on optimizing this kind of situation is very welcome.
another solution would be to create an historical table for each year, and put all this tables in an historical database, fill all those in and then create the appropriate indexes for them. Once you are done with this you won't have to touch them ever again. Why would you have to keep on inserting data? To query all those tables you just "union all" them :p
The current year table should be very different to this historical tables. For what i understood you are planning to insert records on the go?, i'd plan something different like doing a bulk insert or something similar every now and then along the day. Of course all this depends on what you want to do.
The problems here seems to be in the design. I'd go for a new design. The one you have now for what i understand its not suitable.
Actually the primary index is automatically clusted and I made it a compound index with Stock and Date fields. This is unique, I can't have two quote data for the same stock on the same day.
The clusted index makes sure that quotes from the same stock stay together, and probably ordered by date. Is this second information true?
Indexes in SQL Server are always sorted by column order in index. So an index on [stock,date] will first sort on stock, then within stock on date. An index on [date, stock] will first sort on date, then within date on stock.
When doing a query, you should always include the first column(s) of an index in the WHERE part, else the index cannot be efficiently used.
For your specific problem: If date range queries for stocks are the most common usage, then do the primary key on [date, stock], so the data will be stored sequencially by date on disk and you should get fastest access. Build up other indexes as needed. Do index rebuild/statistics update after inserting lots of new data.

How do you know what a good index is?

When working with tables in Oracle, how do you know when you are setting up a good index versus a bad index?
This depends on what you mean by 'good' and 'bad'. Basically you need to realise that every index you add will increase performance on any search by that column (so adding an index to the 'lastname' column of a person table will increase performance on queries that have "where lastname = " in them) but decrease write performance across the whole table.
The reason for this is when you add or update a row, it must add-to or update both the table itself and every index that row is a member of. So if you have five indexes on a table, each addition must write to six places - five indexes and the table - and an update may be touching up to six places in the worst case.
Index creation is a balancing act then between query speed and write speed. In some cases, such as a datamart that is only loaded with data once a week in an overnight job but queried thousands of times daily, it makes a great deal of sense to overload with indexes and speed the queries up as much as possible. In the case of online transaction processing systems however, you want to try and find a balance between them.
So in short, add indexes to columns that are used a lot in select queries, but try to avoid adding too many and so add the most-used columns first.
After that its a matter of load testing to see how the performance reacts under production conditions, and a lot of tweaking to find an aceeptable balance.
Fields that are diverse, highly specific, or unique make good indexes. Such as dates and timestamps, unique incrementing numbers (commonly used as primary keys), person's names, license plate numbers, etc...
A counterexample would be gender - there are only two common values, so the index doesn't really help reduce the number of rows that must be scanned.
Full-length descriptive free-form strings make poor indexes, as whoever is performing the query rarely knows the exact value of the string.
Linearly-ordered data (such as timestamps or dates) are commonly used as a clustered index, which forces the rows to be stored in index order, and allows in-order access, greatly speeding range queries (e.g. 'give me all the sales orders between October and December'). In such a case the DB engine can simply seek to the first record specified by the range and start reading sequentially until it hits the last one.
#Infamous Cow -- you must be thinking of primary keys, not indexes.
#Xenph Yan --
Something others have not touched on is choosing what kind of index to create. Some databases don't really give you much of a choice, but some have a large variety of possible indexes. B-trees are the default but not always the best kind of index. Choosing the right structure depends on the kind of usage you expect to have. What kind of queries do you need to support most? Are you in a read-mostly or write-mostly environment? Are your writes dominated by updates or appends? Etc, etc.
A description of the different types of indexes and their pros and cons is available here: http://20bits.com/2008/05/13/interview-questions-database-indexes/ .
Here's a great SQL Server article:
http://www.sql-server-performance.com/tips/optimizing_indexes_general_p1.aspx
Although the mechanics won't work on Oracle, the tips are very apropos (minus the thing on clustered indexes, which don't quite work the same way in Oracle).
Some rules of thumb if you are trying to improve a particular query.
For a particular table (where you think Oracle should start) try indexing each of the columns used in the WHERE clause. Put columns with equality first, followed by columns with a range or like.
For example:
WHERE CompanyCode = ? AND Amount BETWEEN 100 AND 200
If columns are very large in size (e.g. you are storing some XML or something) you may be better off leaving them out of the index. This will make the index smaller to scan, assuming you have to go to the table row to satisfy the select list anyway.
Alternatively, if all the values in the SELECT and WHERE clauses are in the index Oracle will not need to access the table row. So sometimes it is a good idea to put the selected values last in the index and avoid a table access all together.
You could write a book about the best ways to index - look for author Jonathan Lewis.
A good index is something that you can rely on to be unique for a specific table row.
One commonly used index scheme is the use of numbers which increment by 1 for each row in the table. Every row will end up having a different number index.

What columns generally make good indexes?

As a follow up to "What are indexes and how can I use them to optimise queries in my database?" where I am attempting to learn about indexes, what columns are good index candidates? Specifically for an MS SQL database?
After some googling, everything I have read suggests that columns that are generally increasing and unique make a good index (things like MySQL's auto_increment), I understand this, but I am using MS SQL and I am using GUIDs for primary keys, so it seems that indexes would not benefit GUID columns...
Indexes can play an important role in query optimization and searching the results speedily from tables. The most important step is to select which columns are to be indexed. There are two major places where we can consider indexing: columns referenced in the WHERE clause and columns used in JOIN clauses. In short, such columns should be indexed against which you are required to search particular records. Suppose, we have a table named buyers where the SELECT query uses indexes like below:
SELECT
buyer_id /* no need to index */
FROM buyers
WHERE first_name='Tariq' /* consider indexing */
AND last_name='Iqbal' /* consider indexing */
Since "buyer_id" is referenced in the SELECT portion, MySQL will not use it to limit the chosen rows. Hence, there is no great need to index it. The below is another example little different from the above one:
SELECT
buyers.buyer_id, /* no need to index */
country.name /* no need to index */
FROM buyers LEFT JOIN country
ON buyers.country_id=country.country_id /* consider indexing */
WHERE
first_name='Tariq' /* consider indexing */
AND
last_name='Iqbal' /* consider indexing */
According to the above queries first_name, last_name columns can be indexed as they are located in the WHERE clause. Also an additional field, country_id from country table, can be considered for indexing because it is in a JOIN clause. So indexing can be considered on every field in the WHERE clause or a JOIN clause.
The following list also offers a few tips that you should always keep in mind when intend to create indexes into your tables:
Only index those columns that are required in WHERE and ORDER BY clauses. Indexing columns in abundance will result in some disadvantages.
Try to take benefit of "index prefix" or "multi-columns index" feature of MySQL. If you create an index such as INDEX(first_name, last_name), don’t create INDEX(first_name). However, "index prefix" or "multi-columns index" is not recommended in all search cases.
Use the NOT NULL attribute for those columns in which you consider the indexing, so that NULL values will never be stored.
Use the --log-long-format option to log queries that aren’t using indexes. In this way, you can examine this log file and adjust your queries accordingly.
The EXPLAIN statement helps you to reveal that how MySQL will execute a query. It shows how and in what order tables are joined. This can be much useful for determining how to write optimized queries, and whether the columns are needed to be indexed.
Update (23 Feb'15):
Any index (good/bad) increases insert and update time.
Depending on your indexes (number of indexes and type), result is searched. If your search time is gonna increase because of index then that's bad index.
Likely in any book, "Index Page" could have chapter start page, topic page number starts, also sub topic page starts. Some clarification in Index page helps but more detailed index might confuse you or scare you. Indexes are also having memory.
Index selection should be wise. Keep in mind not all columns would require index.
Some folks answered a similar question here: How do you know what a good index is?
Basically, it really depends on how you will be querying your data. You want an index that quickly identifies a small subset of your dataset that is relevant to a query. If you never query by datestamp, you don't need an index on it, even if it's mostly unique. If all you do is get events that happened in a certain date range, you definitely want one. In most cases, an index on gender is pointless -- but if all you do is get stats about all males, and separately, about all females, it might be worth your while to create one. Figure out what your query patterns will be, and access to which parameter narrows the search space the most, and that's your best index.
Also consider the kind of index you make -- B-trees are good for most things and allow range queries, but hash indexes get you straight to the point (but don't allow ranges). Other types of indexes have other pros and cons.
Good luck!
It all depends on what queries you expect to ask about the tables. If you ask for all rows with a certain value for column X, you will have to do a full table scan if an index can't be used.
Indexes will be useful if:
The column or columns have a high degree of uniqueness
You frequently need to look for a certain value or range of values for
the column.
They will not be useful if:
You are selecting a large % (>10-20%) of the rows in the table
The additional space usage is an issue
You want to maximize insert performance. Every index on a table reduces insert and update performance because they must be updated each time the data changes.
Primary key columns are typically great for indexing because they are unique and are often used to lookup rows.
Any column that is going to be regularly used to extract data from the table should be indexed.
This includes:
foreign keys -
select * from tblOrder where status_id=:v_outstanding
descriptive fields -
select * from tblCust where Surname like "O'Brian%"
The columns do not need to be unique. In fact you can get really good performance from a binary index when searching for exceptions.
select * from tblOrder where paidYN='N'
In general (I don't use mssql so can't comment specifically), primary keys make good indexes. They are unique and must have a value specified. (Also, primary keys make such good indexes that they normally have an index created automatically.)
An index is effectively a copy of the column which has been sorted to allow binary search (which is much faster than linear search). Database systems may use various tricks to speed up search even more, particularly if the data is more complex than a simple number.
My suggestion would be to not use any indexes initially and profile your queries. If a particular query (such as searching for people by surname, for example) is run very often, try creating an index over the relevate attributes and profile again. If there is a noticeable speed-up on queries and a negligible slow-down on insertions and updates, keep the index.
(Apologies if I'm repeating stuff mentioned in your other question, I hadn't come across it previously.)
It really depends on your queries. For example, if you almost only write to a table then it is best not to have any indexes, they just slow down the writes and never get used. Any column you are using to join with another table is a good candidate for an index.
Also, read about the Missing Indexes feature. It monitors the actual queries being used against your database and can tell you what indexes would have improved the performace.
Your primary key should always be an index. (I'd be surprised if it weren't automatically indexed by MS SQL, in fact.) You should also index columns you SELECT or ORDER by frequently; their purpose is both quick lookup of a single value and faster sorting.
The only real danger in indexing too many columns is slowing down changes to rows in large tables, as the indexes all need updating too. If you're really not sure what to index, just time your slowest queries, look at what columns are being used most often, and index them. Then see how much faster they are.
Numeric data types which are ordered in ascending or descending order are good indexes for multiple reasons. First, numbers are generally faster to evaluate than strings (varchar, char, nvarchar, etc). Second, if your values aren't ordered, rows and/or pages may need to be shuffled about to update your index. That's additional overhead.
If you're using SQL Server 2005 and set on using uniqueidentifiers (guids), and do NOT need them to be of a random nature, check out the sequential uniqueidentifier type.
Lastly, if you're talking about clustered indexes, you're talking about the sort of the physical data. If you have a string as your clustered index, that could get ugly.
A GUID column is not the best candidate for indexing. Indexes are best suited to columns with a data type that can be given some meaningful order, ie sorted (integer, date etc).
It does not matter if the data in a column is generally increasing. If you create an index on the column, the index will create it's own data structure that will simply reference the actual items in your table without concern for stored order (a non-clustered index). Then for example a binary search can be performed over your index data structure to provide fast retrieval.
It is also possible to create a "clustered index" that will physically reorder your data. However you can only have one of these per table, whereas you can have multiple non-clustered indexes.
The ol' rule of thumb was columns that are used a lot in WHERE, ORDER BY, and GROUP BY clauses, or any that seemed to be used in joins frequently. Keep in mind I'm referring to indexes, NOT Primary Key
Not to give a 'vanilla-ish' answer, but it truly depends on how you are accessing the data
It should be even faster if you are using a GUID.
Suppose you have the records
100
200
3000
....
If you have an index(binary search, you can find the physical location of the record you are looking for in O( lg n) time, instead of searching sequentially O(n) time. This is because you dont know what records you have in you table.
Best index depends on the contents of the table and what you are trying to accomplish.
Taken an example A member database with a Primary Key of the Members Social Security Numnber. We choose the S.S. because the application priamry referes to the individual in this way but you also want to create a search function that will utilize the members first and last name. I would then suggest creating a index over those two fields.
You should first find out what data you will be querying and then make the determination of which data you need indexed.

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