Using Missing Index Information to Write CREATE INDEX Statements

SELECT 'CREATE NONCLUSTERED INDEX NewNameHere ON ' + sys.schemas.name
+ '.' + sys.objects.name + ' ( ' + mid.equality_columns + CASE WHEN mid.inequality_columns IS NULL
THEN '' ELSE CASE WHEN mid.equality_columns IS NULL
THEN '' ELSE ',' END + mid.inequality_columns END + ' ) ' +
CASE WHEN mid.included_columns IS NULL
THEN '' ELSE 'INCLUDE (' + mid.included_columns + ')' END + ';' AS CreateIndexStatement,
mid.equality_columns, mid.inequality_columns, mid.included_columns
FROM sys.dm_db_missing_index_group_stats AS migs
INNER JOIN sys.dm_db_missing_index_groups AS mig
ON migs.group_handle = mig.index_group_handle
INNER JOIN sys.dm_db_missing_index_details AS mid
ON mig.index_handle = mid.index_handle
INNER JOIN sys.objects WITH (nolock)
ON mid.object_id = sys.objects.object_id
INNER JOIN sys.schemas
ON sys.objects.schema_id = sys.schemas.schema_id
WHERE (migs.group_handle IN ( SELECT TOP 100 PERCENT group_handle
FROM sys.dm_db_missing_index_group_stats WITH (nolock)
ORDER BY (avg_total_user_cost * avg_user_impact) * (user_seeks + user_scans) DESC
AND sys.objects.type = 'U'

MSDN : Using Missing Index Information to Write CREATE INDEX Statements

Brian Knight's blog on the Missing Index DMV

Reference: http://msdn.microsoft.com/en-us/library/ms345405(SQL.90).aspx