SQL SERVER Foreign Keys and Indexes

Question

Is it a good practice to create an index to every foreing key in my database?

Answer 1

Yes it's a good practice, see here: When did SQL Server stop putting indexes on Foreign Key columns? scroll down to the Are there any benefits to indexing foreign key columns? section

Answer 2

Every foreign key? No. Where the selectivity is low (i.e. many values are duplicated), an index may be more costly than a table scan. Also, in a high activity environment (much more insert/update/delete activity than querying) the cost of maintaining the indexes may affect the overall performance of the system.