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Chapter 8
Delaney, Kalen.Inside SQL Server 2000 . Microsoft Press, 2001. www.insidesqlserver.com.Not a beginner book, but it fills in many of the gaps left out of the SQL Server Books Online documentation. Explains fully how SQL Server stores and processes data internally. 
SQL Server Books Online:
Index Tuning Recommendations Placing Indexes on Filegroups Database Design Considerations Creating and Maintaining Databases: Indexes 