you should know that the import will be no better than the original DWG file. This means : When people are making 2D cad drawings they tend to have a lot of linies on top of eacother, so you will need to attach alot of lines.
Try this :
export to IGES
export to dxf
export to AI
export to EPS
import the file to maya, and see which one gives the best result.
Usually IGES and EPS is the best result, but in some cases DXF can be better. It all depends on the original AutoCad geometry/lines.
You may need to rebuild your curves in Maya, since autocad dont export the curves as nurbs degree 3 or 5, but usually the curves will be in degree 1, so an arc may look like a straight line. so rebuild and redraw curves that is not looking right.
Good luck and I hope this gives a few pointers to get you going.
Senior 3D Artist,
Maya Software Manager & Maya Instructor
LEGO Systems A/S