Wether you modify an existing named scope or add a new one, or when you write a new query, make sure you have the proper indices.
This particularly applies if you're going to run non-trivial queries of course (admin backends, analytics, etc).
A chain of scopes results in (usually) one query. You should take into account all attributes (columns) that are used in :conditions, :join, :group, :having, and :order, as all those result in filtering and sorting–slow operations without indices.
Take the list of all ...