If your application are heavily relying on database and they have more than just a few thousands rows, you surely have some performance problems from time to time. You look at the query and can't explain why. Sure there is the Execution Plan in SSMS but you need to be able to understand what it means and it is not always obvious.

Thanks to Grant Fritchey because he authored an excellent book on that topic titled "SQL Server Execution plans". This is seriously a must read.

This book (including a free PDF format) is available from http://www.sqlservercentral.com/articles/books/65831/.