> I have data sitting in different databases and spreadsheets. How to I
> handle this most conveniently in GAMS.
I usually handle this is a separate GAMS model that imports from all these data sources using tools like MDB2GMS, SQL2GMS and store the data in a GDX file. Then your main GAMS model can read this GDX file. This has several advantages: your main model can focus on the optimization model itself, and will not be cluttered by all data handling and conversion code. In addition the intermediate GDX file is convenient as it now is a single self-contained file. This makes it easy to share with others, to use in other related models, to be inspected in the IDE etc. An additional advantage is that the GDX file functions as a snapshot. Even if later on databases are changing, you have a (hopefully consistent) snapshot of all input data, that allows you to run the model against a stable data set.
Attached are sheets illustrating this concept for some very large models.
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