Are you using SQL's Missing Index DMVs?

http://blogs.msdn.com/b/bartd/archive/2007/07/19/are-you-using-sql-s-missing-index-dmvs.aspx

SELECT migs.avg_total_user_cost * (migs.avg_user_impact / 100.0) * (migs.user_seeks + migs.user_scans) AS 
       improvement_measure,
       'CREATE INDEX [missing_index_' + CONVERT(VARCHAR, mig.index_group_handle) 
       + '_' + CONVERT(VARCHAR, mid.index_handle)
       + '_' + LEFT (PARSENAME(mid.statement, 1), 32) + ']'
       + ' ON ' + mid.statement
       + ' (' + ISNULL(mid.equality_columns, '')
       + CASE 
              WHEN mid.equality_columns IS NOT NULL AND mid.inequality_columns 
                   IS NOT NULL THEN ','
              ELSE ''
         END
       + ISNULL(mid.inequality_columns, '')
       + ')'
       + ISNULL(' INCLUDE (' + mid.included_columns + ')', '') AS 
       create_index_statement,
       migs.*,
       mid.database_id,
       mid.[object_id]
FROM   sys.dm_db_missing_index_groups mig
       INNER JOIN sys.dm_db_missing_index_group_stats migs
            ON  migs.group_handle = mig.index_group_handle
       INNER JOIN sys.dm_db_missing_index_details mid
            ON  mig.index_handle = mid.index_handle
WHERE  migs.avg_total_user_cost * (migs.avg_user_impact / 100.0) * (migs.user_seeks + migs.user_scans) 
       > 10
ORDER BY
       migs.avg_total_user_cost * migs.avg_user_impact * (migs.user_seeks + migs.user_scans) 
       DESC