Unfortunately there is still no way to import to any other position than the beginning, but there are a couple of features that make life easier:
If you use Audacity 1.3.x there is a handy new feature that highlights the edge of the audio clip when it lines up exactly with the edge of another clip. This helps in getting the clips lined up correctly.
I think this method works in both Audacity 1.2 and 1.3;
Import track (track is automatically selected on import - if not, click below the track name to select it, or double click on the track)
Press Ctrl+X to cut the imported audio
Press the “End” key to move to the end of the project
Press Ctrl+V to paste the audio back into the track.