One of the things that annoys me most about Excel, is when it tries to predict what you are going to do next. An example of this is it’s automatic typing of pasted data. This is particularly annoying when it comes to dates. Excel will automatically assume that text such as “2-4”, means February 4th, and will convert it as such. The best way I’ve found to avoid this is to preformat all cells as text (Select All, Format->Cells, Text) then paste in the import as plain text. I used to make sure my clipboard was in plain text by using notepad as an intermediary, i.e. copy from rich text application (e.g. Word or your web browser), paste into notepad, copy from notepad, paste into Excel. I have since discovered the PureText utility, which essentially does this in one step. Just download and run the utility, then the Window->V shortcut will do the Paste as plain text for you.
This utility is also very useful for pasting unformatted text into Word.