优点:

聚集索引适用于范围(例如:select * from my_table where my_key在@min和@max之间)

在某些情况下，如果使用orderderby语句，DBMS将不需要做排序工作。

缺点:

聚集索引可能会减慢插入速度，因为如果新键不是按顺序排列的，那么在放入记录时必须修改记录的物理布局。

聚集索引物理地存储在表上。这意味着它们是最快的，并且每个表只能有一个聚集索引。

非聚集索引单独存储，您可以拥有任意数量的索引。

最好的选择是在最常用的唯一列上设置聚集索引，通常是PK。在表中应该始终有一个精心选择的聚集索引，除非有一个非常令人信服的理由——想不出一个，但是，嘿，可能有——不这样做。

群集索引对磁盘上的数据进行物理排序。这意味着索引不需要额外的数据，但只能有一个聚集索引(显然)。使用聚集索引访问数据是最快的。

All other indexes must be non-clustered. A non-clustered index has a duplicate of the data from the indexed columns kept ordered together with pointers to the actual data rows (pointers to the clustered index if there is one). This means that accessing data through a non-clustered index has to go through an extra layer of indirection. However if you select only the data that's available in the indexed columns you can get the data back directly from the duplicated index data (that's why it's a good idea to SELECT only the columns that you need and not use *)

//复制自MSDN，其他答案中没有明确提到非聚类索引的第二点。

集群

Clustered indexes sort and store the data rows in the table or view based on their key values. These are the columns included in the index definition. There can be only one clustered index per table, because the data rows themselves can be stored in only one order. The only time the data rows in a table are stored in sorted order is when the table contains a clustered index. When a table has a clustered index, the table is called a clustered table. If a table has no clustered index, its data rows are stored in an unordered structure called a heap.

非聚集

Nonclustered indexes have a structure separate from the data rows. A nonclustered index contains the nonclustered index key values and each key value entry has a pointer to the data row that contains the key value. The pointer from an index row in a nonclustered index to a data row is called a row locator. The structure of the row locator depends on whether the data pages are stored in a heap or a clustered table. For a heap, a row locator is a pointer to the row. For a clustered table, the row locator is the clustered index key.

聚集索引实际上描述了记录在磁盘上物理存储的顺序，因此只能有一个聚集索引。

非聚集索引定义的逻辑顺序与磁盘上的物理顺序不匹配。

优点:

聚集索引适用于范围(例如:select * from my_table where my_key在@min和@max之间)

在某些情况下，如果使用orderderby语句，DBMS将不需要做排序工作。

缺点:

聚集索引可能会减慢插入速度，因为如果新键不是按顺序排列的，那么在放入记录时必须修改记录的物理布局。