Stats should be collected on
- any NUSI, without statistics the optimizer is usually not using it
- NUPIs
- USIs/UPIs with a small number of rows, it it's large it depends...
And remember that Teradata is not using Secondary Indexes for Joins (unless it's a Nested Join), so BillDHS suggestion is usefull.
But don't forget non-indexed columns used for joins and Where-constraints, this will help the optimzer to choose the best plan.
There's no overhead regarding disk space, it's the resources/time needed to collect. You sometimes can't afford to repeatedly collect all necessary stats, but in V2R5 there's a COLLECT STATS USING SAMPLE which might save a lot of processing time (but check the manuals before you try it)
Dieter