I actually just imported a ton of Sketchup models from a client for my current project. VW 2009 functions best with Sketchup 6 files IF you have VW 2009 SP4 installed. If that doesn't fix it then it's possible that you aren't waiting long enough for the files to compile. I know for me running a top of the line fully loaded MacBookPro it took several minutes to import some of the more complex Sketchup files. The more curvature the object has, the more polygons VW has to attempt to translate.
Also if you're getting your files from 3D Warehouse, you need to remember that many of the artists on there are novices and do not fully understand how to model in Sketchup. I found that the more experienced users tend to group shapes which VW understands and imports beautifully.
The ultimate quick fix solution though, is to buy a copy of Sketchup 7 Pro (around $550) and export out of Sketchup as a 3DS file with textures (MAKE SURE TO CREATE A NEW FOLDER TO PUT THE 3DS FILE IN! Or else you'll be very sad when one of your nice, tidy folders is mucked up with hundreds of files). The Sketchup->3DS->VW translation comes with a price though, and that price is outrageous file sizes. This is because 3DS is not a solid modeling program like VW, Sketchup or SolidWorks, it's an animation program that sees each individual poly face as a fragment of a texture (VERY inefficient).
Truth be told, 99 times out of 100 you're better off modeling it yourself in VW.
Hope that helps.
-G.