http://msdn.microsoft.com/en-us/library/ms345434.aspx
The comment is below, both for my future reference an in case it is deleted on the msdn site...
Example script to see missing indexes as used by Microsoft Customer Support
PRINT 'Missing Indexes: '
PRINT 'The "improvement_measure" column is an indicator
of the (estimated) improvement that might '
PRINT 'be seen if the index was created.  This is a unitless number, and has meaning
only relative '
PRINT 'the same number for other indexes.  The measure is a combination of the
avg_total_user_cost, '
PRINT 'avg_user_impact, user_seeks, and user_scans columns in
sys.dm_db_missing_index_group_stats.'
PRINT ''
PRINT '-- Missing Indexes --'
SELECT 
    CONVERT (varchar, getdate(), 126) AS runtime,
    mig.index_group_handle,
    mid.index_handle,
  CONVERT (decimal (28,1),
   migs.avg_total_user_cost
* migs.avg_user_impact
* (migs.user_seeks + migs.user_scans)) AS
improvement_measure,
  'CREATE INDEX
missing_index_' + CONVERT (varchar, mig.index_group_handle) 
    + '_' + CONVERT (varchar, mid.index_handle)
    + ' 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           AS
mig
    INNER JOIN sys.dm_db_missing_index_group_stats      AS migs 
        ON migs.group_handle = mig.index_group_handle
    INNER JOIN sys.dm_db_missing_index_details          AS
mid 
        ON mig.index_handle = mid.index_handle
WHERE CONVERT (decimal (28,1), migs.avg_total_user_cost
                                * migs.avg_user_impact
                                * (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
PRINT ''
GO 
 
