Hey karl - not sure about "best practices" but what I've done, which seems to
work pretty well so far, is indeed to use compound types, with the first
element of the struct being time. This works well for our application, where
we may be recording several thousand distinct channels that can be regarded
as asynchronous, and hence each of the packet tables storing the channel
data carries its own timestamp in the table entries.
Only thing to watch out for is that you cannot store bit-sized parameters
inside a compound type, see my post 
http://hdf-forum.184993.n3.nabble.com/Possible-to-pack-bit-types-into-compound-data-types-td1131024.html#a1168717
for an example of the problem (and a very basic example of a compound type).
For our application, it's hard to see how we'd store time any other way,
since each record in the packet table arrives unpredictably, so referencing
some "other table" would just add complication storage - arrival time is an
essential property of the data itself.
Cheers
Steve
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