Add indexes for foreign keys and frequently queried columns

Always add database indexes for:
- Foreign keys (Rails doesn't add these automatically)
- Columns used in WHERE clauses
- Columns used in ORDER BY
- Columns used in JOINs

```ruby
# Migration
add_index :orders, :user_id
add_index :orders, :status
add_index :orders, [:user_id, :created_at] # Composite for user's recent orders
```

Use EXPLAIN ANALYZE to verify indexes are being used.