>>The scripts by Glenn Berry make use of the DMV views and they are based on the statistical information. I'd say, they can be trusted.
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>So, when comes time to detect which fields should be included in an index, I am better to use such a script than to try to analyze the execution plan? The execution plan is good to see about enhancement when we create the proper indexes but to detect which fields to include, in order to go one step further, it is not obvious.

Yes. These DMVs views help and it's easier to work with.