Using indexes, the dos and donts

I'm very curious about indexes on attributes. Are there guidelines on using them? Sometimes we've a grid with multiple search filters and I don't know when I can use a index on a attribute. Is it helpfull on a table with 1000 records What happens when I have 20 collumns in my grid and 20 search fields, do I have to index them all? What are facts about indexes When shouldn't I use indexes?
1 answers

Sounds a little like premature optimization to me. Are you experiencing any performance issues, or do you expect to run into any issues along the road? If not: don't worry about indices :)