cvsps-import doesn't support pserver
bzr-fastimport doesn't support remote locations
tailor is too hard
bzrcvsserve isn't a conversion tool
SourceForge is remote, uses pserve and many python bookmark projects (what I'm looking for) are in CVS...
What now?
You could import into a local temporary git repository and then import into Bazaar from there? Tailor is really your tool of choice, but maybe the git tools will prove "easier" (can't imagine how, but there's a time and place for everything, i guess).
If your CVS repository hosted on SourceForge then you can download entire repo via rsync and then use bzr-fastimport with cvs2svn (cvs2bzr) tool.