Accessing other DBMS from SAS

This came up when I recently had to read a Netezza table from SAS.  When accessing other DBMS from SAS, PROC SQL is preferred over the use of a DATA step.  With PROC SQL, SAS passes the SQL to the other DBMS and the DBMS returns only the result set to SAS.  With a DATA STEP, the other DBMS must pass the entire table to SAS for processing.