this very much depends upon the size of your tables, what kind of system you have.
when you want to seperate indexes and data you have to use DMS tablespaces, which some find tiresom.
If you are new to DB2, go ahead with SMS instead, keep your life simple.
Choose the right extend size (a multiple of your stripe size), that can be important for I/O performance depending on your hardware
Still, it can be a good idea to give large tables their own tablespace, then you don't have to worry about load operations affecting access for other tables in the same tablespace.
(not sure about version 8, there have been some improvements here)
It does not matter for RI in which tablespaces your tables are.