When I look at the execution plan for a particular query I find that 77% of my cost is in a Clustered Index seek.
Does the fact that I\'m using a clustered index m
The reason you use include columns on a non-clustered index is to avoid "bookmark-lookups" into the clustered data. The thing is that if SQL Server could theoretically use a particular non-clustered index but the Optimiser estimates there will be 'too many' bookmark-lookups then said index will be ignored. However, if all selected columns are accessible directly from the index, there'll be no need for a bookmark-lookup.
In your case the fact that you're accessing the data via "clustered index seek" is very promising. It will be very hard to improve on its performance. A non-clustered index including all selected columns may be slightly faster, but only because the raw data is a little less. (But don't forget the cost of increased insert/update time.)
However, you should check the detail...
Finally, to elaborate on davek's comment: "cost is relative". Just because the clustered is 77% of your query cost doesn't mean there's a problem. It is possible to write a trivial 1 table query that returns a sinlge row and clustered index seek cost at 100%. (But of course, being the only 'work' done, it will be 100% of the work... and 100% of instant is still instant.
So: "Don't worry; be happy!"