Actually, importing your games from ME1 can be done, you just have to know where to look. I spent about two minutes thinking it over that until there was a message in the main menu explaining it (on the Cerberus network, on the right side of the screen). In order to import your saved games, you have to use the launcher, then access the Configuration utility. There'll be a "Save Games" on the right side of the window that pops up, and you can then tell it where to find your ME1 saves. Hope this helps!One thing that irked me though is that even though I had a load of old saves left over from ME1 they were nowhere to be seen when I wanted to import one... so I ended up just starting a flat out new game, the defaults of which weren't quite what I'd had in mind in some cases.
As for my own playthrough, I'm still taking it pretty slow, savoring each and every quest. I find it slightly confusing not to have a map in certain areas, because I like to make sure I've gone in each and every room, and I'm always afraid I'll miss a turn or something. Guess I'm just going to have to wing it!