Clustered index always better than Non-Clustered index?
I just want to put in a word of warning: please very carefully pick your clustered index!

It's the most replicated data structure in your SQL Server database (assuming it's SQL Server you're talking about). The clustering key will be part of each and every non-clustered index on your table, too - certainly in the leaf level, possibly also in the index navigation structure.

You should use extreme care when picking a clustering key - it should be:


narrow (4 bytes ideal)
unique (it's the "row pointer" after all - if you don't make it unique, SQL Server will - for you - in the background - costs your a couple of bytes for each entry - times the number of rows and the number of nonclustered indices you have - can be very costly!)
static (never change - if possible)
ideally ever-increasing so you won't end up with horrible index fragmentation (a GUID is the total opposite of a good clustering key - for that particular reason)
it should be non-nullable and ideally also fixed with - a varchar(250) makes a very poor clustering key


Anything else should really be second and third level of importance behind these points ....

See some of Kimberly Tripp's (The Queen of Indexing) blog posts on the topic - anything she has written in her blog is absolutely invaluable - read it, digest it - live by it!


GUIDs as PRIMARY KEYs and/or the clustering key
The Clustered Index Debate Continues...
Ever-increasing clustering key - the Clustered Index Debate..........again!