I notice that there is version comparison of Adobe Premiere Pro CS4 and CS3 at the adobe official site.

Have a look at the long list, and you will find the functional improvement in Premiere CS4. However, there is no particular comparison on import file formats. Here is the list I collected for reference. If I get the wrong information, please inform me ;-)

Supported file formats (Premiere CS4 and CS3):
- AVI Movie (*.avi)
- Adobe Illustrator Art (*.ai)
- Adobe Title Designer (*.prtl)
- Adobe Title Designer (*.ptl)
- Adobe Sound Document (*.asnd)
- CompuServe GIF (*.gif)
- FLV (*.flv)
- JPEG (*.jpg,*.jpe,*.jpeg,*.jfif)
- MP3 Audio (*.mp3,*.mpeg,*.mpg,*.mpa,*.mpe)
- Macintosh Audio AIFF (*.aif,*.aiff)
- P2 Movie (*.mxf)
- Photoshop (*.psd)
- Shockwave flash object (*.swf)
- Sony VDU File Format Importer (*.dlx)
- TIFF image file (*.tif,*.tiff)
- Truevision Targa File (*.tga,*.icb,*.vst,*.vda)
- Windows Media (*.wmv,*.wma,*.asf,*.asx)
- Windows WAVE audio file (*.wav)
- Bitmap (*.bmp,*.dib,*.rle)
- Portable Network Graphics (*.png)
- Encapsulated PostScript 文件 (*.eps)
- Icon file (*.ico)
- Adobe Premiere 6 Bins (*.plb)
- Adobe Premiere 6 Storyboards (*.psq)
- Adobe Premiere 6 Projects (*.ppj)
- Adobe Premiere Pro Projects (*.prproj)
- Adobe After Effects Projects (*.aep)
- Adobe After Effects Projects (*.aepx)
- CMX3600 EDL (*.edl)
- FilmStrip (*.flm)
- MPEG Movie (*.mpeg,*.mpe,*.mpg,*.m2v,*.mpa,*.mp2,*.m2a,*.mpv,*.m2p,*.m2t)
- QuickTime Movie (*.mov,*.mp4)
Supported by Premiere CS4, not-supported by CS3:
- FLV (*.flv)
- HD Movie(*.mts,*.m2ts)
- VOB (*.vob)
- F4V (*.f4v)
- Adobe After Effects Projects (*.aepx)
- QuickTime Movie (*.3gp,*.3g2)
- MPEG-4 (*.m4v)

Supported by Premiere CS3, not-supported by CS4:
- FilmStrip (*.flm)
- PCX (*.pcx)
- AAF (*.aaf)

Non-supported file formats (Premiere CS4 and CS3):
- RealMedia file (*.rm, *.rmvb)
- DAT (*.dat)
- MKV (*.mkv)
- TiVo (*.tivo)

Well, it is clear that CS4 supports more import file formats. When using CS4, it is easy to import FLV, VOB files. But if you have not upgraded your Adobe Premiere to CS4 yet, use import plug-in to make your premiere compatible with FLV, VOB, MKV, DAT. The plug-in enables quick import without conversion, which optimize the workflow for getting video to premiere. It also works with CS4 for getting RMVB, DAT, MKV, TiVo to Premiere.