Sql Data Type for Primary Key - SQL Server?

Generally, int.

bigint if you think you'll have more rows than there are atoms in the universe.

uniqueidentifier is useful if you need globally unique keys (keys that are guaranteed to be unique across all tables in your schema, maybe even universally unique (I don't remember))

The other two I wouldn't use they're not integral types (they have fractions, which just don't make a lot of sense as keys)

You really need to keep two separate issues apart:

1) the primary key is a logical construct - one of the key candidates that uniquely and reliably identifies a row in your table. This can be anything, really - an INT, a GUID, a string - pick what makes most sense for your scenario.

2) the clustering key (the column or columns that define the "clustered index" on the table) - this is a physical storage-related thing, and here, a small, stable, ever-increasing data type is your best pick - INT or BIGINT as your default option.

By default, the primary key on a SQL Server table is also used as the clustering key - but that doesn't need to be that way! I've personally seems massive performance gains over time when breaking up the previous GUID-based Primary Clustered Key into two separate key - the primary (logical) key on the GUID, and the clustering (ordering) key on a separate INT IDENTITY(1,1) column.

The index fragmentation was down to minimal levels, and thus the index seek performance was was up - highly recommended !

Marc