No more orphaned products after import! I had set up product categories in admin, added some products manually and then tried to import more using uc_importer. But the imported products didn't have any category assigned to them. Here is how it works (thanks, Lyle):

Since you know ahead of time which products go in which category, you should "import" those categories too. Since they'll have the same name in the XML and the database, the importer will recognize the duplicate and decide what to do based on its configuration. Since the default is "do nothing", it will map the to the term id and be able to put the products in the right place when it gets to them. Considering that you already have the products with the right term id, you can give the tags the same number. It's only used as a reference.

(I think this should go in the documentation.)

The only missing thing now is image import...