I have done this using the Import Wizard. Create a spreadsheet containing your sites and centroids and run the Import Wizard as far as the stage where it matches up the site names - click the 'New' button for each of your sites and then abort the Wizard.

You'll need dummy data in the spreadsheet for the other 'required' fields - species, recorder, date - it doesn't matter what you put there because it's not being imported, but use an existing recorder name, because the name-matching comes before the site-matching process in the Wizard (You can of course use this technique for adding new recorder names quickly as well).