Many current medical image analysis problems involve learning thousands or even millions of model parameters from extremely few samples. Employing sparse models provides an effective means for handling the curse of dimensionality, but other propitious properties beyond sparsity are typically not modeled. In this paper, we propose a simple approach, generalized sparse regularization (GSR), for incorporating domain-specific knowledge into a wide range of sparse linear models, such as the LASSO and group LASSO regression models. We demonstrate the power of GSR by building anatomically-informed sparse classifiers that additionally model the intrinsic spatiotemporal characteristics of brain activity for fMRI classification. We validate on real data and show how prior-informed sparse classifiers outperform standard classifiers, such as SVM and a number of sparse linear classifiers, both in terms of prediction accuracy and result interpretability. Our results illustrate the added-value in facilitating flexible integration of prior knowledge beyond sparsity in large-scale model learning problems.