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