The demand for carrying out high-performance operations with data is growing in parallel with the vast growth of data itself. The retrieval of data for analysis, the manipulation of data, as well as its insertion in data stores must all be performed very efficiently, using techniques that ensure speed, reliability and accuracy. This paper investigates the techniques and practices that improve the performance of data retrieving by the use of SQL and Microsoft SQL Server. Being that SQL is a declarative language that specifies what should be produced as a result, instead of how to achieve that result, this paper will look at the internals of SQL Server that affect the "how" of queries and data operations, in order to propose techniques that ensure performance gains. The paper will aim to shed light on the limitations and variance in index usage, and to answer the question why indexes are sometimes used, and other times not, for the same query. To overcome the index limitations the "index fusion" technique is proposed.