Please note that a computer generating a list of "missing indexes" should not be swallowed whole. You will still need to decide which indexes to create, which recommended indexes are near duplicates of existing indexes, and how you should want to handle those issues.
It still requires you making a decision since the generated recommendations need some serious review before using them.
Bart Duncan produced a script that will list the "missing indexes" using the Dynamic Management Views (DMV) for indexes. This is not exactly the same as the Database Engine Tuning Advisor (DTA), but it is valuable.
I suggest that you compare the DTA and DMV recommendations on "missing indexes" for a sanity check.
Bart Duncan's query does generate the code to be used if you create the recommended indexes. (Slightly reformatted for readability.)
migs.avg_total_user_cost * (migs.avg_user_impact / 100.0) *
(migs.user_seeks + migs.user_scans) AS improvement_measure,
'CREATE INDEX [missing_index_' +
CONVERT (varchar, mig.index_group_handle) + '_' +
CONVERT (varchar, mid.index_handle) +
'_' + LEFT (PARSENAME(mid.statement, 1), 32) + ']'
+ ' ON ' + mid.statement
+ ' (' + ISNULL (mid.equality_columns,'')
+ CASE WHEN mid.equality_columns IS NOT NULL AND
mid.inequality_columns IS NOT NULL THEN ',' ELSE '' END
+ ISNULL (mid.inequality_columns, '')
+ ISNULL (' INCLUDE (' + mid.included_columns + ')', '') AS create_index_statement,
migs.*, mid.database_id, mid.[object_id]
FROM sys.dm_db_missing_index_groups mig
INNER JOIN sys.dm_db_missing_index_group_stats migs
ON migs.group_handle = mig.index_group_handle
INNER JOIN sys.dm_db_missing_index_details mid
ON mig.index_handle = mid.index_handle
WHERE migs.avg_total_user_cost * (migs.avg_user_impact / 100.0) *
(migs.user_seeks + migs.user_scans) > 10
ORDER BY migs.avg_total_user_cost * migs.avg_user_impact *
(migs.user_seeks + migs.user_scans) DESC
Likely many of the DTA recommendations are included in the missing indexes query. Whenever that works for you, then you have the scripts you need. Anything from the DTA that is not included in the DMV recommendation could be hand coded.