Good question! I also want to recommend everyone to create one or more filegroup for user objects (like tables and indexes) and never place any user object in primary filegroup. If you separate the user objects from the system objects the database will be online even if you get a drive failure for the secondary filegroup (Enterprise feature).
/Håkan Winther
MCITP:Database Developer 2008
MCTS: SQL Server 2008, Implementation and Maintenance
MCSE: Data Platform