Let me start with a declaration of bias: I don't like the way CIF files work. It makes me feel dirty. I don't feel we should rely on CIF authors getting SQL INSERT statements right. It's dangerous, it's unsecure and it's easily broken by changes to table structure. Not to put too fine a point on it, it is un-Drupal.
I'd much rather see something akin to the hook_schema concept; the CIF file should declare a data structure, which is injected into the appropriate tables by an internal Ubercart function. Something like this:
<?php
function belize_uc_country() {
$country['country'] = array(
'country_id' => 116,
'country_name' => 'Belize',
'country_iso_code_2' => 'BZ',
'country_iso_code_3' => 'BLZ',
'version' => 1,
);
$country['zones'] = array(
'BZ' => 'Belize',
'CY' => 'Cayo',
'CZL' => 'Corozal',
'OW' => 'Orange Walk',
'SC' => 'Stann Creek',
'TOL' => 'Toledo',
);
$country['address_format'] = "!company\r\n!first_name !last_name\r\n!street1\r\n!street2"
."\r\n!city !zone_code !postal_code\r\n!country_name_if";
return $country;
}
?>(Using Belize as an example because it has blessedly few zones. I stripped the Zones array down to a KEY=>value array, because I don't see the point of repeating the country_id over and over, and once you're down to two values you may as well. Also it makes semantic sense.)
Then whatever process imports the countries would run like so (after drawing the data structure into a variable called $country):
<?php
$country_data = $country['country'];
db_write_record('uc_countries', $country_data );
$zone_data = array('zone_country_id' => $country['country']['country_id']);
foreach ($country['zones'] as $zone_code => $zone_name) {
$zone_data ['zone_code'] = $zone_code;
$zone_data ['zone_name'] = $zone_name;
db_write_record('uc_zones', $zone_data );
}
uc_set_address_format($country['country']['country_id'], $country['country']['address_format']);
?>I know such a major rewrite to the dozens of .CIFs already produced is an unappealing prospect, but I think it's something that does need to be looked at because the current process is outmoded and frightening.
If this, or something like it, has already been suggested - please point me to the discussion! It's hard to find such a thing among all the talk about what CIF files are available 



