As a newbie to SQL Server, I am wondering if there are any articles or guidelines that address what admin functions should and should not be performed on a "live" database while users are on the system.  I have come to find out, thru trial and error, that adding fields, tables, changing user permissions are all OK. Shrinking a database is not OK. I am not sure about changes such as creating keys, indexes etc.  

Understanding that everyone's environment is unique, but are there any guidelines that help you decide what changes can and can't be done while users are on the system? I feel like I am rolling the dice each time I make a change and hoping I don't take my users down. Any thoughts would be appreciated.

Thanks