Should every SQL Server foreign key have a matching index?

Question

Is it good practice to create an index for every foreign key in a SQL Server database?

Answer 1

From MSDN: FOREIGN KEY Constraints

Creating an index on a foreign key is often useful for the following reasons:

• Changes to PRIMARY KEY constraints are checked with FOREIGN KEY constraints in related tables.
• Foreign key columns are frequently used in join criteria when the data from related tables is combined in queries by matching the column or columns in the FOREIGN KEY constraint of one table with the primary or unique key column or columns in the other table.