Do I have to import speed dials from my contacts list? I have a lot of frequently used numbers that I do not keep as contacts.

Yes; Speed Dials come from the Contacts.

I've been able to put the number in contacts, import as a speed dial and then delete the contact.

The speed dial list is mearly a list of Shortcuts to the contacts. If you delete the contact, the speed dial listing will be useless. The speed dial list is not a seperate database within the phone. If your network uses a sim card, you could possibly copy the contacts to the sim and create a speed dial to the listing on the card (if that is possible). Hope this helps.

On my 8310 I've been able to assign a number to the speed dial (assign it in manually) and I don't have to keep the number in the contacts. IE, did this with the work number for letter W. works out well.