This topic has been discussed many times, ever since version 1.x.
Check this post
for a bit of information.
All I can say is that if you have your previous articles in a database I would recommend attempting the XML import feature.
Else, a manual process simulation (skipping the unnecessary steps) is the only way to go. One thing to note is that you will need to create all the back issues and publish them first, to avoid date publication problems. I personally would fix the dates in the database anyway, but some people don't have access to the database.