You can just drop your SD card in. That's what I did to start and how I used to manage my music on my old phone. Once I discovered I could import my iTunes playlists and music as well, I was all over importing through Media Go. It's great having all my music/playlists synced up now.
Has anyone ever ordered from mobilefun.com? They seem to have quite a number of different cases available for the Z3 as well as other accessories.
http://www.mobilefun.com/43518/sony/xperia-z3/cases.htm
I'm looking forward to getting the mag charging dock. I use Timely app as my alarm clock so it will be nice having it stand up on its side. When I spoke to the Chinook store on the weekend about my pre-order they weren't sure when they'd be getting them so hope you're right about Tuesday.