If I have a query like:
Select EmployeeId
From Employee
Where EmployeeTypeId IN (1,2,3)
and I have an index on the EmployeeTypeId>
Unless technology has improved in ways I can't imagine of late, the "IN" query shown will produce a result that's effectively the OR-ing of three result sets, one for each of the values in the "IN" list. The IN clause becomes an equality condition for each of the list and will use an index if appropriate. In the case of unique IDs and a large enough table then I'd expect the optimiser to use an index.
If the items in the list were to be non-unique however, and I guess in the example that a "TypeId" is a foreign key, then I'm more interested in the distribution. I'm wondering if the optimiser will check the stats for each value in the list? Say it checks the first value and finds it's in 20% of the rows (of a large enough table to matter). It'll probably table scan. But will the same query plan be used for the other two, even if they're unique?
It's probably moot - something like an Employee table is likely to be small enough that it will stay cached in memory and you probably wouldn't notice a difference between that and indexed retrieval anyway.
And lastly, while I'm preaching, beware the query in the IN clause: it's often a quick way to get something working and (for me at least) can be a good way to express the requirement, but it's almost always better restated as a join. Your optimiser may be smart enough to spot this, but then again it may not. If you don't currently performance-check against production data volumes, do so - in these days of cost-based optimisation you can't be certain of the query plan until you have a full load and representative statistics. If you can't, then be prepared for surprises in production...