“The brain’s first choice for energy is glucose. However, when glucose is not available, the brain uses ketone bodies. Using ketones meets the energy requirements of the brain and maintains its proper function.” (Amiel, S.A., "Organ Fuel Selection: Brain," The Proceedings of the Nutrition Society, 54(1), 1995, pages 151-155.)

The Atkins web site has a link to the full study. There was also a study presented which showed the brain actually worked better on keotenes then on gluclose, but I can't seem to find it again.