Wordpress to Drupal: Wordpress Migrate
The module is pretty borked.

Beebee is right.  When you install using Drush, you will get the latest non-dev Wordpress_migrate and the latest Migrate - clash!  You also get no warning about needing migrate_extras features and media.

So the trick is install the latest Migrate with Drush but as of today's date, download the latest dev version of Wordpress_Migrate.

I was able to download my blog from its url. It did hang and I exited expecting a mess but all the content is there.  As I am trying to sort out content, that suits me.

So the principles --
--download migrate, migrate_extras, media, features and ctools
-- manually download the dev version of wordpress_migrate

If your blog is large, be patient. If the download borks, then try to increase the execution time or try exporting your blog to a file from inside Wordpress, use the Wordpress file splitter and try uploading by file.  

Thanks Beebee.