Here are some older Quest White Papers (specific to SQL Server 2000, but general concepts and practices still applicable to SQL Server 2005/2008):
Part 1: Analyzing and Optimizing T-SQL Query Performance on MS SQL Server using SET and DBCC
Part 2: Index Tuning Strategies
Part 3: Query Optimization Strategies
Part 4. Analyzing and Optimizing T-SQL Query Performance on Microsoft SQL Server using SHOWPLAN Output and Analysis
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