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I am coming from MySQL where you can have a huge INSERT and add (or ON DUPLICATE KEY UPDATE) a bunch of rows in a single query rather than having a loop with separate queries for each row. It does not seem like there is an option like that in MongoDB. Is that correct?
I realize that is not exactly compatible with MongoDB object-based approach. It just seems somewhat inefficient to send thousands of commands when one will do, especially if the DB is on a separate server.
Bulk inserts will be available in a future version, currently planned for v2.1, see:
Most of the language drivers already implement their own bulk/batch insert too.