Windows 2002 SP2, Office 2003 SP2

I am trying to avoid potential problems with a new process and would
appreciate your input.

Right now we have a vast amount of data downloaded into over 200 Excel
files, into a formatted style (no database-style lists - the output looks
like a finished report). We refresh the data every month. We then have
another template file with a macro that opens up each of these data files,
imports selected sheets of data, does a save as, and moves to the next data
file. We have several different computers simultaneously running different
templates through this process each month.

My data supplier tells me that they can speed up my data download time
(which is currently about 2 weeks across 5 PCs) if they can put the data into
a CSV file instead of straight into Excel.

I see a lot postings about problems converting from CSV to Excel...is there
anything I can do to avoid problems? Anything I need to ask my supplier?
What types of problems are typical? Should I just not even consider the idea?

Thanks for your insights!