Filtered indexes are an excellent performance tuning feature found on SQL Server 2008 and later. Basically, by adding a WHERE clause to a CREATE INDEX statement, you can make the index smaller, more specific and faster.
As you could read in the indexing basics article, a well-defined index can boost query performance, but there are a few more basic tricks that can have a great impact on how your query is executed. One of the most important is a technique called covering indexes. A covering index is basically a non-clustered index that covers all the columns you need in a query, not just the keys.
Understanding indexes in SQL Server can help you build much more efficient database solutions. Often, performance problems can be adressed with indexes, so knowing how indexes work and how to set them up for the best performance are a great asset in your optimization work.