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I am using Tuning Adviser to suggest indexes. I am not sure should I make all suggested indexes (many are non-clustered). I am afraid that I will do the opposite (degradation) by using so many indexes. Any suggestions ?
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By definition there can only be one clustered index per table, as that defines the physical order of records. You generally don't want to define a clustered index on a field that doesn't constantly increase (like an autonumber field), as any insert into the middle of the values would result in the physical reordering of records in that table.

If you are having specific performance issues, consider implementing some of the recommended indices - I have used the Tuning Adviser successfully in the past. YMMV.
 
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Before creating indexes to optimize your database you need to be sure how to use indexes. You need to locate frequently used queries and then you can start creating indexes ...
Please read this - SQL Server Performance Tips and Guidelines[^]
 
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