SQL 2005 : Index Performance

Index Types from Fastest > Slowest

[1] Non-Clustered Covering with Included non-key columns
[2] Non-Clustered Covering
[3] Clustered
[4] Non Clustered Non Covering
[5] No Index

therefore, for a Non-Clustered Index with Included non-Key columns >

CREATE INDEX nci_IndexName
ON TABLE (keycolumn_1,keycolumn_2)
INCLUDE (nonkeycolumn_1,nonkeycolumn_2)