This will be a short post but, hopefully, a useful one.
Have you ever imported a non-native SolidWorks file only to see errors? If you right click on one of those errors, you’ll see an option called ‘Import Diagnostics’. Choosing that will bring up a new dialogue box that gives you a list of the errors. At this point you have the choice of fixing all faces, fixing all gaps or, by right clicking on one of the offenders, fixing them individually. Through trial and error, I’ve found that fixing all faces will fix the gaps. Naturally, though, there are instances where this doesn’t work. I’ve had times when the "fix" actually causes the offending surface to be incorrectly fixed. After you’ve fixed the errors, you’ll end up with a bunch of bodies (unless you have FeatureWorks, but that’s a different post). At this point, go to Tools->Features->Combine. With any luck, you’ll be able to combine all the bodies.
Where, often times, these erroneous imports are surfaces, you can utilize the surfacing tools in SolidWorks to repair them as well. I’m no expert on surfacing, so I don’t want to go too deep into the "how" portion. I would recommend getting familiar with the ‘Delete Face’ option, as well as the ‘Filled Surface’. Perhaps a surfacing expert (Matt, you reading?) might be able to shed a bit more light on this subject.
This is how I deal with imported data. How do you do it?