SSMS: Import from flat file (.csv)
The Import/Export wizard builds an SSIS package under the covers but the package the wizard builds only performs the E and L of ETL (Extract, Transform, Load). What you're looking for is T because you needed to transform this weird data into something more manageable. 

For the weird header row, you can always specify that there is no header row and the connection manager should skip N rows. 

Unfortunately,  there's not much you can do about the parsing itself when there's embedded delimiters. Logically, you can look and see that Kansas City, MO was all one field but the parser is simplistic and breaks the string on the delimiter, baring an escape character.

For spaces not empty strings, the Import-Export wizard way would be to import to a table of all varchar columns, and then write an extract query performing whatever preferred magic to make it into a NULL NULLIF(RTRIM(MyCol), '') AS MyCol

Random notes for future readers

If you're on 2005 or 2008, then the only way to get the SSIS editor, BIDS (Business Intelligence Design Studio) is to have a copy of the SQL Server installation media. 2012+ Microsoft allows for the download and installation of the SQL Server Data Tools-BI edition without the need for a SQL Server installation.

The Import/Export wizard is available in all editions of SQL Server, including Express, but the limitation here is that you cannot save the generated SSIS package if you are using Express. All the other versions work fine.