Sorry to dig this thread up, but I had to take a look at this recently.  
  
I think the most efficient way is to use pydal to make the sql query and 
then have pandas do it. As an example say you want a dataframe which has 
the user's id and their first_name

import pandas as pd
conn = db._adapter.connection
sqlquery = pd.read_sql_query(db(db.auth_user.id > 0)._select(db.auth_user.id
, db.auth_user.first_name), conn)
df = pd.DataFrame(sqlquery, columns=["id", "first_name"])

This uses the connection to the database already done by pydal, it uses sql 
produced by pydal, however pydal does not process the result as it goes 
directly to pandas.

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