SQL Server 2008 Index
If you have a really large number of fields in the SELECT and/or the fields are wide, you should make sure the JOIN fields are your clustered indexes as well. 

Pulling a few dozen fields via a key lookup can be the most expensive part of a query like this.  Clustering on your JOIN keys forgoes that step.

The only real way to know is to run the query, check the execution plans, and see where your bottlenecks are.  For the WHERE clause you could make a filtered index that just includes the cluster key of that table.