Say you have a Many-Many table between Artists and Fans. When it comes to designing the table, do you design the table like such:
ArtistFans
ArtistFanID
ArtistFans
ArtistID (PK)
UserID (PK)
The use of an auto incremental PK has no advantages here, even if the parent tables have them.
I'd also create a "reverse PK" index automatically on (UserID, ArtistID)
too: you will need it because you'll query the table by both columns.
Autonumber/ID columns have their place. You'd choose them to improve certain things after the normalisation process based on the physical platform. But not for link tables: if your braindead ORM insists, then change ORMs...
Edit, Oct 2012
It's important to note that you'd still need unique (UserID, ArtistID)
and (ArtistID, UserID)
indexes. Adding an auto increments just uses more space (in memory, not just on disk) that shouldn't be used