Naturally, you should make the column as thin as possible.
I ran into some trouble (indexing or constraint or other.. can't recall) with tinyint.
So make sure you test it thoroughly.
The key to high performance tables are:
Thin columns: tinyint, smalldatetime, smallmoney, etc.
No varchars - put them into a 1-to-1 table if you need them.
Kalman Toth, Database, Data Warehouse and BI Architect
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