Just installed new Electrum 2.0.1, created a new default wallet like I used to in previous Electrum client and
I noticed that Wallet->Private Keys->Import option is now disabled in default Electrum 2.0.1 wallet.
Why?
You can use the sweep option. It will move all the bitcoins associated with that private key to an address in your electrum wallet. Of course if you receive bitcoins in future to the private key's address you will have to repeat the sweep process.
Importing private keys is not safe because there is ambiguity about where change went and how many bitcoins are in the private key and how many are in the wallet and so on.