Ok, had my "success" today. I installed the newest portable-clx. And applied some patches Christophe has suggested. I just extended them a bit. and now I'm able to run mcclim again.
I was not successful with the debian cl-clx-sbcl package!
My system is an AMD64, I'm using SBCL 0.9.2.14 IIRC, and the latest I got from the CVS tree (be it mcclim or portable-clx)
Regards Friedrich