On large tables, a query such as the following one will optimize poorly and use the index for the OR'ed column inefficiently:
SELECT * FROM syslog
WHERE ( prog = 'sshd' OR prog = 'sshd(pam_unix)' )
AND user = 'floyd'
ORDER BY timestamp DESC
LIMIT 10
The result is surprisingly poor performance, even if both the "prog" and "user" columns are properly indexed.