SQL Server 2005 Missing Indexes Feature
Very cool feature for SQL Server 2005 - Missing Indexes Feature. It uses dynamic management objects and Showplan to provide information about missing indexes that could enhance SQL Server query performance. So you can just run a query to find out which indexes are missing. Of course it can't replace developer or DBA, who certainly knows better how to fine tune DB, but can help to do so.
Here a blog post of Russian MVP Alexander Gladchenko, who pointed me to this feature.