MongoDB supports indexes, and they are very easy to add on a collection. To create an index, you specify the field name and direction: ascending (1) or descending (-1). The following creates an ascending index on the "i" field:
$connection = new MongoClient();
$collection = $connection->database->collectionName;
$collection->ensureIndex( array( "i" => 1 ) ); // create index on "i"
$collection->ensureIndex( array( "i" => -1, "j" => 1 ) ); // index on "i" descending, "j" ascending
Indexing is critical for good read performance as your data grows. If you are not familiar with indexing, check out the MongoCollection::ensureIndex() documentation and the core » MongoDB indexing documentation.