As for performance, it *sounds* like having it in its own filegroup would be faster, but why not try it both ways and see? Real-world environments with real-world production data (millions of rows) can give unexpected results.
Esquared the primary key is created as clustered by default, but you can create it as non clustered and create some other index as the only clustered one.
BOL said:
Some systems can improve their performance by controlling the placement of data and indexes onto specific disk drives. Filegroups can aid this process.
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