look at osm.wiki/Shapefiles

Just so you are aware, be careful with copyright. I mentioned this because a lot of shape files come from official mapping agencies or the like and they likely are copyrighted. osm.wiki/Copyright

If you plan to import, take a look at the wiki under imports: osm.wiki/Import

There's a possibility that some of the data is already there or being worked on, or that better data is available.