SQL Server insert performance with and without primary key
Actually its not as clear cut as Ryk suggests.
It can actually be faster to add data to a table with an index then in a heap.
Read this arctle - and as far as i am aware its quite well regarded:
http://www.sqlskills.com/blogs/kimberly/post/The-Clustered-Index-Debate-Continues.aspx
Bear in mind its written by SQL Server MVP and a Microsoft Regional Director.
Inserts are faster in a clustered table (but only in the "right" clustered table) than compared to a heap. The primary problem here is that lookups in the IAM/PFS to determine the insert location in a heap are slower than in a clustered table (where insert location is known, defined by the clustered key). Inserts are faster when inserted into a table where order is defined (CL) and where that order is ever-increasing. I have some simple numbers but I'm thinking about creating a much larger/complex scenario and publishing those. Simple/quick tests on a laptop are not always as "exciting".
I think if you create a simple primary key that is clustered and made up of a single auto-incrementing column, then inserts into such a table might be faster. Most likely, a primary key made up of multiple columns may be the cause of slowdown in inserts. When you use a composite key for primary key, then rows inserted may not get added to the end of table but may need to be added somewhere in the middle of existing physical order of rows in table, which adds to the insert time and hence makes the INSERTS slower. So use a single auto-incrementing column as the the primary key value in your case to speed up inserts.