Not unless you planned to do an order by, in which case a clustered index on the order by column(s) would mean it wouldnt have to do a sort on return.
Also you probably will get alot of speel about not using Select * - as it forces changes in code etc if new columns added and performance is slightly effected
"I'm living so far beyond my income that we may almost be said to be living apart
I would avoid using select * (as indicated) because of the potential of design changes.
If your select * from table ever does a filter by a parameter - you may want an index.
For example, select * from table where id = 12
But per your question, if it is limited to select * from table, kill the index. The advantage of not having an index is that you can write (insert) records generally much quicker into the table.
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