You're probably best off if you use the [Feeds module](http://drupal.org/project/feeds) to import your data into Drupal. Messing with the database configuration yourself just because you "don't like that" a lot of tables would be generated seems like a lot of work for not much potential benefit.

If you're worried about filling up the Drupal database, it is possible to use one database for Drupal's content and configuration, and another for data that you're using Drupal to expose to users.