http://blogs.msdn.com/bartd/archive/2007/07/19/are-you-using-sql-s-missing-index-dmvs.aspx
Uses the DMV to create missing indexes.
(update 2013/05/10 and something, in retrospect, you need to be careful about - don't just add everything it shows. I was reading that MS actually had this in a CTP, where it would tell you the indexes to add, like Bart's script below. And people wrote code that would automatically add them, without thinking about what other similar indexes were there, what the impact would be on inserts and updates, etc. So they caused massive performance problems. Practical upshot: be careful)
SELECT
mig.index_group_handle, mid.index_handle,
CONVERT (decimal (28,1),
migs.avg_total_user_cost * migs.avg_user_impact * (migs.user_seeks + migs.user_scans)
) AS improvement_measure,
'CREATE INDEX missing_index_' + CONVERT (varchar, mig.index_group_handle) + '_' + CONVERT (varchar, mid.index_handle)
+ ' 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 CONVERT (decimal (28,1), migs.avg_total_user_cost * migs.avg_user_impact * (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