This script is from Bart Duncan (bartd) who was a Microsoft SQL Server Escalation Engineer for a long time.

His blog entry:

http://blogs.msdn.com/b/bartd/archive/2007/07/19/are-you-using-sql-s-missing-index-dmvs.aspx

SELECT
 migs.avg_total_user_cost * (migs.avg_user_impact / 100.0) * (migs.user_seeks + migs.user_scans) AS improvement_measure,
 'CREATE INDEX [missing_index_' + CONVERT (varchar, mig.index_group_handle) + '_' + CONVERT (varchar, mid.index_handle)
 + '_' + LEFT (PARSENAME(mid.statement, 1), 32) + ']'
 + ' ON ' + mid.statement
 + ' (' + ISNULL (mid.equality_columns,'')
 + CASE WHEN mid.equality_columns IS NOT NULL AND mid.inequality_columns IS NOT NULL THEN ',' ELSE '' END
 + ISNULL (mid.inequality_columns, '')
 + ')'
 + ISNULL (' INCLUDE (' + mid.included_columns + ')', '') AS create_index_statement,
 migs.*, mid.database_id, mid.[object_id]
FROM sys.dm_db_missing_index_groups mig
INNER JOIN sys.dm_db_missing_index_group_stats migs ON migs.group_handle = mig.index_group_handle
INNER JOIN sys.dm_db_missing_index_details mid ON mig.index_handle = mid.index_handle
WHERE migs.avg_total_user_cost * (migs.avg_user_impact / 100.0) * (migs.user_seeks + migs.user_scans) > 10
ORDER BY migs.avg_total_user_cost * migs.avg_user_impact * (migs.user_seeks + migs.user_scans) DESC