to import a .dwg file into illustrator, and retain the layer structure, you only need to save the .dwg as an acad2000v file - and then you'll be able to open it directly in AI. no dicking around with exporting it as eps, printing it as a PDF, etc. only illustrator cs2 seems to be able to do this; it doesn't seem to work on cs4. adobe removed this functionality from later versions?
wish i'd known this years ago.