VV> Obviously class order must be persistent. But what about class
 VV> order-item? Should it be persistent too?

it's better to make it persistent, so you can search on details.

 VV> Next question. How do you search orders that have say particular item?

(mapcar #'order-of (get-instances-by-value 'order-item 'item item))

 VV> Do you create a computed index on order class?

some complex queries require computed indices, but it seems not in this case

 VV>  Or do you make item class persistent and mark its name as indexed?

if you're using objects anyway it makes sense to make everything a 
persistent object 



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