I have a fairly large dataset which I need to import into MySQL. I'd like to do so as efficiently as possible as I am going to need to do this repeatedly. Are there tricks for this? Is there some way which is more efficient than extended INSERT statements?

To address the questions in the comment, the original format is in XML, though I already have a transformer to put it into CSV format. I'm working with MySQL 5.1.x and the target database is InnoDB. There are relationships between the data, but I do not have any constraints and the data isn't clean enough in most cases to impose them.