Hi Gizmo,
The method will mainly depend on the data type and the structure of the source and will generally require several scripts to run to normalize the data and convert it to xml import package format prior the import to SDM.
You mention the source is database. this is already a good start as you will be able to create our statement and manipulate the output.
The challenging part of those is the import of embedded images as either SDM provide method for it this not always work well and by experience same import file may sometime generate different result:
Another point is to consider the volume to import specially on multitenant as this may eventually be small customer.
i.e. if you only need to import 50 documents he may be faster to have a low cost resource to do it manually vs. creating all those script etc
the call is off course different if you are talking about 1000s kb docs.
/J