Faster huge data-import than Get["raggedmatrix.mx"]?

Question

Can anybody advise an alternative to importing a couple of GByte of numeric data (in .mx form) from a list of 60 .mx files, each about 650 MByte?

The - too large to post here - research-problem involved simple statistical operations with double as much GB of data (around 34) than RAM available (16). To handle the data size problem I just split things up and used a Get / Clear strategy to do the math.

It does work, but calling Get["bigfile.mx"] takes quite some time, so I was wondering if it would be quicker to use BLOBs or whatever with PostgreSQL or MySQL or whatever database people use for GB of numeric data.

So my question really is: What is the most efficient way to handle truly large data set imports in Mathematica?

I have not tried it yet, but I think that SQLImport from DataBaseLink will be slower than Get["bigfile.mx"].

Anyone has some experience to share?

(Sorry if this is not a very specific programming question, but it would really help me to move on with that time-consuming finding-out-what-is-the-best-of-the-137-possibilities-to-tackle-a-problem-in-Mathematica).