This is a tremendous paper that every SSAS developer should read... SQL Server 2008 White Paper: Analysis Services Performance Guide
Analysis Services enables you to build two types of user
hierarchies: natural and unnatural hierarchies, each with different
design and performance characteristics. In a natural hierarchy,
all attributes participating as levels in the hierarchy have direct
or indirect attribute relationships from the bottom of the hierarchy
to the top of the hierarchy.
In an unnatural hierarchy, the hierarchy consists of at least two
consecutive levels that have no attribute relationships. Typically
these hierarchies are used to create drill-down paths of commonly
viewed attributes that do not follow any natural hierarchy. For
example, users may want to view a hierarchy of Gender and Education.
From a performance perspective, natural hierarchies behave very
differently than unnatural hierarchies. In natural hierarchies,
the hierarchy tree is materialized on disk in hierarchy stores. In
addition, all attributes participating in natural hierarchies are
automatically %CONSIDERED% to be aggregation candidates.
Unnatural hierarchies are not materialized on disk, and the attributes participating in unnatural hierarchies are not
automatically considered as aggregation candidates. Rather, they
simply provide users with easy-to-use drill-down paths for commonly
viewed attributes that do not have natural relationships. By
assembling these attributes into hierarchies, you can also use a
variety of MDX navigation functions to easily perform calculations
like percent of parent.
Also, being "considered" as an aggregation candidate DOES NOT mean the attribute will actually be used in an aggregation. Download the paper in the top link...read it and pay special attention to the "Aggregation Usage Rules" and "Influencing Aggregation Candidates" sections.
fwiw, in production, most developers start the aggregation wizard and eventually switch over to Usage-Based Optimization.