As with most software programs, there are multiple ways to do the same thing when it comes to importing your images into Lightroom (LR). None of the ways may necessarily be right or wrong, they are just different.
I have found there are two main ways to import images into LR.
1) You can import directly from the CF or SD card and the images will go on to your hard drive as well as into your LR catalog.
2) You can import the images on to your hard drive and then import into LR and on to the catalog.
I'm not sure if I just didn't give it enough time or practice, but option 1 just did NOT work out for me. I already had a set system for my photos and importing directly from the card was interfering with that. I'm sure with a little more time and research I could have figured a way to incorporate this into my existing process, but option 2 seemed to work great for me so I just went with that. I have not regretted that choice and it continues to work great for me!
I hear often of people having issues with using method 1 and having images appear and disappear from their hard drive and from LR. Although I don't know the specifics and user error might be a factor, option 2 seems to work perfectly for me and for over a year I have never had an issue or complication from doing it this way. And honestly, the thought of images disappearing from my hard drive scares the daylight out of me, so I'm going to stay far away from that!
As soon as I get done with a shoot or am ready to import images, I create a folder within my Pictures folder on my hard drive. I organize by year/month/date/session specifics. Once the folder is created, I insert the SD card and open it up. I copy/paste all of the images into the pre-created folder.
Once all the images are copied over I open LR and click "import". I find the folder on the hard drive and import the images into LR.
Then I copy the folder on to my back up hard drive so the images are in two different places.
Once I have done this, I eject my SD card, put it back in the camera and format the card.
***The most important part to remember is that if you move or change the name of the folders on your hard drive, LR will no longer recognize/find your files. You can re-find them through LR, but its kind of annoying, so I definitely recommend creating your organizational system for your photos first and then stick with it when importing!