I have been having some problems with bulk importing the tax_class_id field in Magento. I was adding a tax class id (For example 2) in the field but for some reason it was making no difference to my products and when I exported the data the field was just blank.
I managed to work out that for some strange reason you have to put in the full text rather than the id.
So for example Taxable Goods rather than 2.
A quick find and replace and I was back up and running again. A really strange one but we got there in the end.