Both forms - 'important to' and 'important for' - are correct, although there is a difference in meaning.
Important 'to' suggests some kind of emotional attachment, whereas important 'for' suggests some kind of necessity.
For example, 'It is important for me to get good grades in my end of term exams' or 'It is important for old people to have regular health check-ups'. These are practical needs.
As you are presumably talking about an emotional attachment here, the better word to use is 'to'. Values and family are very important to me.