You will sometimes see people enjoying brandy from an oversized snifter. Big glasses are festive but unnecessary. You only need a glass big enough to be filled one third full with a decent measure of brandy. Preferably in a glass narrowing toward the top so the aroma is trapped and directed toward the nose. (One to two ounces is a nice measure and you may want to keep this tip in mind when choosing glasses for your home.)
These are also the right glasses for the dry fruit eau de vie, or "white spirits" such as Calvados and Kirsch, and for sweet cordials like Chartreuse and Chambord. These spirits want to be chilled, and you can accomplish this by swirling ice around in the glass first; This mellows the taste of very alcoholic drinks.
When choosing glasses for your home, think fine crystal, the best you can afford. If you are dubious, compare it to drinking a fine wine out of a coffee cup.