Creating a Primary Key on a temp table - When?

Question

I have a stored procedure that is working with a large amount of data. I have that data being inserted in to a temp table. The overall flow of events is something like

Answer 1

I was wondering if I could improve a very very "expensive" stored procedure entailing a bunch of checks at each insert across tables and came across this answer. In the Sproc, several temp tables are opened and reference each other. I added the Primary Key to the CREATE TABLE statement (even though my selects use WHERE NOT EXISTS statements to insert data and ensure uniqueness) and my execution time was cut down SEVERELY. I highly recommend using the primary keys. Always at least try it out even when you think you don't need it.