I'm still using VFP8 here, take this into account. Perhaps, in VFP9 filtered indexes are Rushmore optimizable.

>SET ORDER TO or USE TABLE ORDER TAG myTag gives the worst performance regardless of SET('talk') setting. Strange, but true...
>
>>>I'm thinking, could it be better to use filtered index instead.
>>>
>>>E.g. currently I do:

>>>scan for m.plError=.f. and SearchTB = m.lcSearch and not empty(InsCommand)

>>>
>>>May be it would be faster to set a filtered index and do seek, when scan while?
>>>
>>>However, as I recall, I tried similar idea (in another context, though) and it actually slowed it down.
>>>
>>>>

INDEX ON EMPTY (MyField) TAG E_MyField
>>>>SET FILTER TO NOT EMPTY (MyField)

HTH
>>>>
>>>>>If I want to filter all non-empty values for character (100) field, what would be the best expression for the index (if I need the index)?
>>
>>

>>* define this index
>>INDEX ON SearchTB TAG TAGOPTIM FOR NOT empty(InsCommand) && AND NOT DELETED()
>>

>>
>>On Routine
>>

>>SET ORDER TO TAGOPTIM
>>SEEK m.lcSearch
>>scan WHILE SearchTB = m.lcSearch AND !m.plError
>>...
>>ENDSCAN
>>