We're in the process of importing 600,000+ orders for one of our clients from CSV files into Magento. The CSVs are currently in a format that this module on Connect understands (https://www.magentocommerce.com/magento-connect/bulk-import-export-orders-to-csv.html).
The module is fine, however, performance is really bad - on the order of 2,000 per day. At this rate, it's going to take months to import all of the orders.
So, we're looking for an alternative. Something along the lines of Magmi where things are going direct to the database. We're happy to transform the CSVs, if needed, but we don't want to do anything until we know the alternative will actually perform at the level we need.
Anyone have any thoughts on a tool/module/script/etc. that could improve things?
You can try newly-added import orders features of Store Manager for Magento application (you can download trial from the list in my signature and use it free during 14 days). It also supports export of orders. There is step-by-step documentation.