> Ewe.  How expensive is scanning an index compared to the heap?  Does
> anyone have figure on that in terms of I/O and time?

See this post for an example:
http://archives.postgresql.org/pgsql-performance/2006-02/msg00416.php

For my 200 million table, scanning the pk index took ~ 4 hours. And then
there are some more indexes...

So if the index has to be scanned completely, that's still too much.

Cheers,
Csaba.



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TIP 9: In versions below 8.0, the planner will ignore your desire to
       choose an index scan if your joining column's datatypes do not
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