Understanding the brain requires a broad range of approaches and methods from the domains of biology, psychology, chemistry, physics, and mathematics. The fundamental challenge is to decipher the "neural choreography" associated with complex behaviors and functions, including thoughts, memories, actions, and emotions. This demands the acquisition and integration of vast amounts of data of many types, at multiple scales in time and in space. Here we discuss the need for neuroinformatics approaches to accelerate progress, using several illustrative examples. The nascent field of "connectomics" aims to comprehensively describe neuronal connectivity at either a macroscopic level (in long-distance pathways for the entire brain) or a microscopic level (among axons, dendrites, and synapses in a small brain region). The Neuroscience Information Framework (NIF) encompasses all of neuroscience and facilitates the integration of existing knowledge and databases of many types. These examples illustrate the opportunities and challenges of data mining across multiple tiers of neuroscience information and underscore the need for cultural and infrastructure changes if neuroinformatics is to fulfill its potential to advance our understanding of the brain.