We just added a new method
Connection.connect_from_sparse(W, delay=None, column_access=True) which allows you to initialise a Connection object directly with any scipy sparse matrix. This has a huge memory efficiency gain if you use CSR/COO matrices, as by default Brian uses LIL which is very flexible but memory inefficient. For an even bigger memory efficiency gain, if you are not using STDP, set column_access=False. Download the SVN version of Brian to start using this feature.