In app/lib/ create a file named myDBConnectionFilter.class.php and add:

class myDBConnectionFilter 
{
  public function initialize($filterChain) 
  {
    $db = sfContext::getInstance()->getDatabaseManager()->getDatabase('myschema');
    $db->setConnectionParameter('username', 'myusername');
    $db->setConnectionParameter('password', 'mypassword');
    $db->setConnectionParameter('hostspec', 'localhost');
    $db->setConnectionParameter('database', 'mydatabase');
 
    // The below line is optional - Symfony will connect anyway if no connection is present
    $db->connect();
 
  }
}

Then declare this filter to run on every page load by adding this to app/config/filters.yml:

myDBConnectionFilter:
  class: myDBConnectionFilter

Finally, Symfony will fail at the call above

sfContext::getInstance()->getDatabaseManager()->getDatabase('myschema');

because it does not know what type of database driver 'myschema' requires (MySQL/SQLite/etc.). You must add the following to app/config/databases.yml:

all:
  propel:
    class:          sfPropelDatabase
    param:
      phptype:            mysql

You can now dynamically select databases from the above class.