I tried different ways to import my old independent blogs into new multisite installation.
Finally my best results was a combination of WP tools and feedwordpress plugin. While this implies you need a second temp website online.
I did exported pages (not post) using WP Import tool. Then categories and tags were included there.
Then I created a copy of the blog (the whole WP Multisite, in fact) in another domain I have for test (let's say test-example.com / blog1.test-example.com).
I've imported pages (with categories and tags) to blog1.test-example.com.
I've installed FeedWordPress plugin in blog1.test-example.com and syndicate blog1.example.com with the option to link to local copy of the posts. That's like clone the blog itself.
Same for the rest of the blogs at example.com in test-example.com
Then removed old single site installation at example.com and installed and configured WP 3.01 multisite.
Created again blog1.example.com as site blog1 in example.com super admin.
Imported same pages with cats and tags file at blog1.example.com. And install FeedWordPress plugin.
Syndicate blog1.test-example.com in blog1.example.com. And so on.
.- RSS feeds does not inform about category hierarchies, but if they are imported previously they look OK. If you import posts first, you need to arrange hierarchies later.
.- I have to do it with several blogs by several authors, anyone with different working rules. Some times tags are imported like categories, while you can easy export to tags again with inside tool.
.- I don't know how to migrate links and link categories. Export and Import tables seems to be risky because id's changes. But some authors has a lot of links with descriptions, images...
.- I also needed to move my main blog that originally syndicate the others blogs with FeedWordPress plugin. I did follow the same steps that for individual blogs but importing RSS from same domain. That's in the second step you syndicate example.com with all blogs there as the latest step. Then you choose between turn off syndication and change to sitewide tags plugin to synchronize to main blog or keep using FeedWordPress to feed main blog from author's ones.
.- I have some individual post from authors with no blogs at main blog. I did imported it also with FeedWordPress and the feed for each author.
I understand that it's a very special case in my side, but hope it can help.