I just bought ME3 but I don't seem to be able to import any save games from ME2. I even launched ME2 to be sure I certainly finished the game, which I did (and Shepard's alive). I triple-checked that the save files are in the right folder (Documents\BioWare\Mass Effect 2\Save).
Is there any reason why ME3 doesn't see the ME2 character? (Absolutely nothing shows up in the import screen.)
Update: I checked the raw save game as suggested in the link posted by @BenBrocka. I notice some discrepancy here. I have each savegame apparently twice, one times in the folder "BioWare\Mass Effect 2\Save" and one time in the folder "BioWare\Mass Effect 2\Save\CharacterName". The save games look identical, but in the first folder the main quest is incomplete, in the subfolder the quest IS complete. I tried copying the files over from one folder to another but this trick didn't work.