Hi.
I think this would really really be helpful for sqlyog to have. Implemented like this, and not some other way! This wizard is very simple to use, very handy. Very noob-friendly. Very inteligible. The shots are taken from EMS SQL Manager. You can find a torrented version to see the exact details. I like sqlyog more but I use this wizard because its soooo easy.
There are 2 things that stand out: 1). the ability to preview the columns (to see that the formatting did not f*ck up) (just like when you open an .csv with openoffice) and 2). the what do you want to do insert/update/delete selection option.
PS: I know sqlyog already has import/export functionality. I have used it many times. But this implementation rocks. I hope you get it.