Need to pull member information and custom fields from an external SQL (not mySQL) database into EE. The database is too big to export to csv (9gb) and import using Datagrab/Importer. Would JSON be option here as it will be a lot smaller size? So create a page on their server that is in the correct JSON format and then import the feed using Datagrab/Importer?
For an operation of this size, you should be using an enterprise solution, not a web application. You should be exporting the data from the other SQL database in chunks so you can move it gently. What is the other SQL format?
Directly moving the data files would be better than running a 9gb over-the-web import (too many chances for data to get wrecked, lose track of where you're at, etc..). I would recommend physically moving the data as a whole to the EE installation server, and then using a tool like MySQL Workbench or SequelPro, run your imports one table at a time. Then if you run into a failure during the process, you don't have to start over.