Ok, so I beat ME2, I lost a couple characters during the ending sequence, but it wasn't the end of the world to me, so I selected not to restart at the end of the game, and instead go after many of the side quests I had yet to complete, as well as be in a position to complete the DLC. Is there any way to transfer my character over now (he's at the level cap). Is it as simple as just hitting "New Game" and selecting my most recent save file to base it off of? or am I screwed now that I've selected to continue playing after having beat the game?

In the first Mass Effect, whenever you beat the game it created a final end state save of your character that you'd use for New Game+ or for importing into ME2.  I think it's a similar situation in ME2 - you should be able to still start a new game with that character, but I think it'd would only take into account your level at the end of the game, meaning any you've gained playing after that point would be lost.  I'm not totally positive, though, because I haven't played in a long time.