Rally Software

You have a few options available to you, most of which you have touched on in your question.

•           Export/Import via XML/CSV           
  •                     You'll be best suited to evaluate our help article on import and exporting data from Rally.  This covers the data specifications for the import if you were to evaluate exporting this type of data from Excel.
  •                     https://help.rallydev.com/importing-and-exporting-data
       
•           Import via Excel Add-in for Rally           
  •                     Similar to the above method, we also have the Excel Add-in for Rally that allows for import to Rally utilizing Excel data.  This will allow you to interface directly with Excel rather than the Rally UI for this process
  •                     https://help.rallydev.com/rally-add-excel-installation-user-guide
  •                     https://help.rallydev.com/sites/default/files/multimedia/videos/excel_addin.swf
       
•           Rally connector for JIRA           
  •                     We do have JIRA connectors for 4 or 5 & 6 respectively that allows for field-level mapping.  If you are looking at migrating all data from JIRA into Rally, you will need to map each field on the record to a corresponding record on Rally.  I'll attach the install guides and instructions for JIRA, however if you decide to go this route I would suggest at that juncture to open a support case if assistance is necessary.
  •                     https://help.rallydev.com/jira-5-installation-user-guide
  •                     https://help.rallydev.com/jira-installation-user-guide
       

In terms of my opinion, if you are intending to do a one time export from JIRA and import into Rally, the setup and configuration for the connector might be more overhead than is required.  The JIRA connector itself would be best suited for a continuous integration based on this setup.  I'd personally go through the methods of import on the first two bullet points if this is indeed a one-time data transfer.

Feel free to open a support case if you need help!

Thanks, we will probably go export/import approach.