Jaime,
SET KEY is a workaround and FP2.x style code IMHO.
Parameterized views are a much better solution.
>I agree with you if you try to exclusively set filter to a big table, but not if you use set key beforehand. I have an application where a grid browses a table ( 300k records ) directly. I first use set key for the first subset to be shown ( that's where set filter shows very slow performance ), but then i activate any filter condition i want, and it's very fast!