Your mileage may vary, but the easiest way for me to move from Radio Userland to TextPattern was to whip some Java. I opened the Radio Userland XML backup files with DOM and then wrote the entry data straight to the database. From there it was just a little bit of entry metadata cleanup with SQL and I was up and running.
Which was working well until I decided that I needed to fix all the dummy titles that I was forced to create during the import. Because I managed to fumble finger my SQL and clobber all my titles in one fell swoop. Fortunately, I had a set of good titles on my local database and it was just a bit of frenzied regular expression replacement in emacs and I had some SQL to set everything right.
Except for the dummy titles. Which I have just replaced with real titles. And just to be safe, I created an SQL script in the editor rather than just typing it right in.