title: How important is the order of columns in indexes?
body: <p>I've heard that you should put columns that will be the most selective at the beginning of the index declaration.  Example:</p>
  
  <pre><code>CREATE NONCLUSTERED INDEX MyINDX on Table1
  (
     MostSelective,
     SecondMost,
     Least
  )
  </code></pre>
  
  <p>First off, is what I'm saying correct?  If so, am i likely to see large differences in performance by rearranging the order of the columns in my index or is it more of a "nice to do" practice?</p>
  
  <p>The reason I'm asking is because after putting a query through the DTA it recommended that I create an index that had almost all of the same columns in it as an existing index, just in a different order.  I was considering just adding the missing columns to the existing index and calling it good.  Thoughts?</p>