I've run into similar problems. I'm using OpenOffice to create a spreadsheet that I export to CSV, and use that as the data source for an InDesign CS2 document. When exporting from OO, if I use the default UTF-8 setting, and open the CSV file in TextWrangler, it shows as "UTF-8 with no BOM". If I resave it as UTF-8, it fails to import.
The thing is, I have some symbols in the Apple Symbols font that I need to import into my document. When the spreadsheet is exported as UTF-8, the file imports, but the symbols don't print correctly, but they show up correctly in Textwrangler. I found, through trial and error, that if I create the CSV file using the plain "Unicode" setting, then open it up in Textwrangler, it shows up as "Unicode UTF-16". I then import this data source into InDesign CS2, using the options "Unicode" and "PC", and it works perfectly.
I'm on Mac OS X 10.5.8 Intel.