Seeing all of these answers is wonderful but I needed to ignore those foreign keys that already had indexes. To that end I had borrowed some code and modified it with some of the code here.
The major parts of this code really comes from:
Identify all non indexed foreign keys
SELECT 'CREATE NONCLUSTERED INDEX ndx_' + FK.Table_Name + '__' + FK.Column_Name
+ ' ON [' + FK.Table_Name + '] (' + FK.Column_Name + ')'
FROM (
SELECT
Object_Name(a.parent_object_id) AS Table_Name
,b.NAME AS Column_Name
FROM
sys.foreign_key_columns a
,sys.all_columns b
,sys.objects c
WHERE
a.parent_column_id = b.column_id
AND a.parent_object_id = b.object_id
AND b.object_id = c.object_id
AND c.is_ms_shipped = 0
EXCEPT
SELECT
Object_name(a.Object_id)
,b.NAME
FROM
sys.index_columns a
,sys.all_columns b
,sys.objects c
WHERE
a.object_id = b.object_id
AND a.key_ordinal = 1
AND a.column_id = b.column_id
AND a.object_id = c.object_id
AND c.is_ms_shipped = 0
) FK