iam still using QGIS and SAGA independently in my productive use (despite the excellent SEXTANTE toolbox, which is sometimes a little buggy). SAGA has some very nice default styles and i am wondering if it is possible to import SAGA color palettes (extension .pal) into QGIS?
No, you cannot import .pal styles into QGIS.
One option would be if SAGA supports the SLD standard. QGIS can import and export SLD.
I don't know if this is helpful, but what I sometimes do is export the grid to a png in SAGA using the File > Grid > Export > Export Image tool. Obviously you can't analyse your data anymore in qgis/arcgis/... but you keep the colors and georeferencing so you can still use it to make a printmap or something.