It depends on the load and server capacity and properties. But if i were you if possible i prefer to use a heap table to load. Indexes can be slowing down to write operations. Bulk copy is a good approach to load big data. (SqlBulkCopy (C#), or BULK INSERT on SQLServer)

If you prefer you have a primary key best practice then at least except the primary key do not add any indexes. You will be getting better performance for this.