SSMS Suggested Indexes and Compability Mode
I also have databases stuck at CL80, also on 2008r2: I've just tested and they allow indexes with INCLUDEed columns to be defined. I've not explicitly tested that they are properly used though so before relying upon this check appropriate queries to see what plans get created.

If the included columns are not used properly to avoid lookups, you could translate them to used columns, i.e. CREATE INDEX ix_test_u1_i2 ON tbl_test (i1) INCLDUE (i2) would become CREATE INDEX ix_test_u1_i2 ON tbl_test (i1, i2). Do benchmark the result though, or account for it in your index maintenance plans, because if the later columns are fairly random you could increase the level of index fragmentation (through page splits on insert/update) noticeably. - edit: as per Paul's comment, indexes created with INCLUDEed columns are used correctly by the query planner so this comment is moot. Of course if your application has instances that are still actually running on SQL2000 rather than just having CL set to 80, that changes this back...

As an aside: the missing index information displayed by SSMS should only ever be taken as a suggestion that you consider something - the suggestions can potentially be detrimental to the application overall especially if you follow all of them (the extra space used could be rather large).