Hello,
with help from c.l.l, I have made ASDF putting my FASLs to different directories depending on the implementation. Unfortunately, SLIME's C-c C-k still puts FASLs in the directory where the file lies. This looks like a problem which can only be solved by considering Lisp files as parts of ASDF systems (similar to what IDEs for other languages do with projects). Maybe this is a direction to take for SLIME?
Yours, Nicolas.
P.S.: Some further ideas: Maybe SLIME could somehow search for a system for the file when it is loaded. Or one could think of assisting SLIME by putting the system name in a comment at the beginning of the file.