In order to optimise queries fully in previous versions of SQL Server you might have had to create a covering index by adding all the select and where columns to the index definition. This enabled an index to completely satisfy a query and avoid a bookmark lookup on the underlying table.

In Yukon there is a new keyword on the CREATE INDEX syntax - INCLUDE. This allows you to store additional non-key columns with the index but avoid the cost of them being in the actual non-leaf index structures. So for example:

create index IX_Dates_Date on dbo.Dates(Date)
include (
    Year, Month, Day,
    MonthName, DayOfWeekName, WeekOfYear
)