Importing is adequate but better results may be had by recording each sound into Protools directly from the source. For example, if the source is a synth, turntable mixer, or MPC, go direct into the SPDIF or analog in. Once the specified sound has been recorded into Protools, edit it to a precise drum hit (kick,snare,hat,etc.) and possibly alter it with the 'audio suite' using either the 'gain', 'pitch', or '_-band EQ'. Gain boosts the output of a waveform if it's not loud enough. Pitch is self-explanatory, and the _-band EQ will boost or cut designated frequencies or provide a hi-pass or lo-pass as necessary.
Many people find the grid 'tedious' as mentioned by the prior poster, but if the beat or production will end up in Protools anyway, sequencing a bunch of machines just to track them out in Protools is an unncessary step based on 20 year old technology. MPC's do add a nice punch to drums not always attainable with computers, but 'swing' and other intentional or unintentional quantizing inconsistencies can be achieved just as well using the Protools 'slip' mode. Also, 'slip' mode allows a greater amount of flexibility in how much 'swing' you apply to a particular note or drum hit as it can be used with audio or MIDI as well. Any other questions...drop a line......