Many of the projects I've worked on over the past several years have required importing data either from SQL or from an existing Sitecore installation itself. The original application was a page form that imported data from a database and was developed by Mark Graber, Sitecore MVP and employee at Agency Oasis. Each time I've used it I improve on it and have since retooled it as an internal Sitecore application. I've recently cleaned it up to be a reusable, customizable application and am releasing it as a shared source module. You can find it on Sitecore Shared Source, or by getting the SVN repo at http://svn.sitecore.net/DataImporter. If you want to test it out you'll just need the package install. You'll also want to look over the documentation, which largely reiterates the information in this article.