Converting from a custom blog system to WordPress

I wrote my own custom blogging system a couple of years ago, when WP was only at version 1.2 and wasn’t suitable for what I wanted to do. Now WP has got to the stage where I want to use it (in fact I already do on other sites), and in particular there are some plugins that I’d really like to use on my blog, which basically means converting it to WP at some point. Has anyone else managed to go from their own custom system to WP 2.x and encountered any specific problems that I should look out for? I’m mostly worried about the templates, because I have a custom design that took me forever to get right and I really don’t want to have to mess with it again. The URLs are the same as on some of my other WP blogs, so that shouldn’t be a problem, and I guess I can probably hack together a script to transfer all the contents of the database over, but I’m wondering if there are any other issues that I should be looking out for.