Indexing Foreign Key Columns

[Josh Trutwin <josh(at)trutwins(dot)homeip(dot)net>]

I am curious if there are any rules of thumb for when to index a
foreign key column?  I was under the impression that it was always a
good idea to do this based on the fact that you typically join
through a foreign key but after reading the docs I'm not so sure it's
necessary or provides any improvements to join query speed.

Thanks,

Josh