Paul Randal discusses the proportional fill algorithm that SQL Server uses for extent allocation:
Proportional fill works by assigning a number to each file in the filegroup, called a ‘skip target’. You can think of this as an inverse weighting, where the higher the value is above 1, the more times that file will be skipped when going round the round robin loop. During the round robin, the skip target for a file is examined, and if it’s equal to 1, an allocation takes place. If the skip target is higher than 1, it’s decremented by 1 (to a minimum value of 1), no allocation takes place, and consideration moves to the next file in the filegroup.
(Note that there’s a further twist to this: when the -E startup parameter is used, each file with a skip target of 1 will be used for 64 consecutive extent allocations before the round robin loop progresses. This is documented in Books Online here and is useful for increasing the contiguity of index leaf levels for very large scans – think data warehouses.)
Read on for some implementation details as well as a good scenario for why it’s important to know about this.