Indexing on associated objects

Greetings,
I've been doing some performance testing of a cache based query vs vanilla sql queries. In order to accurately compare a cache query to an indexed sql query, I've been attempting to create an index... For example, a Vehicle with an associated Account with an associated Address. I would like to be able to index the Vehicle so that I can find all Vehicles in a given state. In the process of creating this index (which may need to load an Account and/or Address from the database for each Vehicle) I've managed to deadlock the cluster before the indexing operation completes. This happens whether or not I try to index as I'm loading Vehicles or by applying the index after the cache is already loaded.
I assume I am probably doing something wrong in my ValueExtractor which results in the deadlock. More generally, is there a recommended approach to indexing fields on associated objects?

Thanks for your quick response Jon.
Yes, my ValueExtractor does make a call back into the cache service... either realizing the account out of the cache or loading it from the database. I bet that's why I'm deadlocking..
As far as the two patterns go...
1.) is a little scary to me with stale data, plus the amount of storage overhead it would impose on the cluster.
2.) is interesting, I'll have to work up a test with something like this. One issue is that I intentionally didn't preload the other caches. We would probably overflow our heap if we loaded all of the Addresses in our db. So I would have to be doing a combination of sql and cache queries.
Thanks for the pointers, I'll try it out.

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    WHERE r.ryear = cl.byear
    AND r.rmonth = cl.bmonth
    AND r.area_code = cl.area_code
    AND r.cons_code = cl.cons_code
    AND r.adtl = cl.adtl)
    WHERE area_code = 1
    tentatively area_code(1) is having 20,000 consumers
    each consuemr may have 72 invoices and against these invoices it may have 200 rows in collection tables (system have provision to record partial payment against one invoice)
    NOTE: Please note presently my process is based on cursors so the above query runs for one consumer at one time but just for giving an idea I have made it for whole area.
    Mr. Yingkuan, can you please tell me how can I check that the table' statistics is not current and how can I make it current. Is it really effect performance?

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