What should I use as a primary key/index for a table with no unique columns that are mostly written to?
Q: If were to to have every column indexed, would that be a big
  performance hit?


A: Uh - yes :)  It would :)

Don't do it :)


  Q: I'd like to be able to search the large quantities of data in as
  short a period of time as possible


A: And that's precisely what you want to build your indexes on.

What are you likely to be "searching"?

I'm guessing date/time (a certain range of minutes/hours/days/etc) and some "type".  For example, users might be "eating", "sleeping" or "studying".

You definitely want at least one index, and you definitely want to "strategically determine" what should be your "clustered index".  Clustered indexes are a Sql Server thing.

You can learn more here:


https://stackoverflow.com/questions/9085390/best-practice-for-storing-millions-of-rows-with-tsql-sql-server-2008
http://msdn.microsoft.com/en-us/library/aa933131%28v=sql.80%29.aspx