My guess is that if you want to use less memory, and are just using global variables relatively in a few functions, etc. I would use the normal 'global var here'.
But, I'm not sure how much more memory it takes to use the super global $GLOBALS, and actually my guess is that this may be fine to use anytime memory wise ... perhaps it's already allocated? Anyway, I would probably begin to use $GLOBALS more often unless it really takes up more unnecessary memory than normal global's.
This might be insightful, it may not be. Here is also a link to a doc page about this: http://www.php.net/manual/en/reserved.variables.php#reserved.variables.globals