So far my script-fu is failing me on the whole "solidifying profiles" issue.

This script:
http://www.zoo-logique.org/3D.Blender/zip/Vert2Face_0.3.zip

works okay if you have fairly few points, but with the meshes Blender converts from DXF it has yet to finish a task I give it. Not cool.

In retaliation I tend to do one of two things:

1: Get pissed off and remesh from scratch, tracing the profile by repeatedly extruding a single vertex for flat areas, pasting in parts of circles for the curves, and hitting alt-m a lot. Follow that up with a good session of click-click-click-FKEY until solid.
2: Coax Blender through the process of converting the DXF splines into a single united profile, converting the profile to a mesh, then removing double verts, then extrude curved areas, followed by merging those curved areas' extruded tabs to single points, reducing the number of needed click-click-click-FKEY commands.

This derivative was done with the second method.