Let´s suppose that I have a SELECT statement that joins more than one table and such a statement is order by fields that belong not only to the table in the FROM but also by fields in the tables that are part of the JOIN´s. How does indexes should be considered in a case like this? For example:
INNER JOIN tbl_artists ON tbl_artists.artistid = tbl_songs_artistid
INNER JOIN tbl_authors ON tbl_authors.authorid = tbl_songs_authorid
INNER JOIN tbl_producers ON tbl_producers.producerid = tbl_songs_producerid
ORDER BY song_name
It depends on size of relations - you don't need indexes on small tables - hash join will be used. For bigger tables indexes on PK (automatically) and FK are good idea.