The short answer is, no, SQL CLR Integration is probably not worth the trouble.
The longer answer has several points, beginning with programming CLR in the database. It's a fine tool, when used correctly, but it does increase memory consumption and can lead to performance issues if not done correctly. I use it in my database for very specialized functionality, such as adding RegEx ability, but it's used sparingly, with well-tested code to prevent as many issues as possible from cropping up.
A second is, as you pointed out, you've got to modify security, opening up potential risks.
Use a stand alone application to load the data into your server. You'll have more control, less risk and a much easier time of it.