Hm, ok, I removed setup.h from .../wx/include now and included the path I initially copied it from in the (global) compiler options.
But this wasn't what caused the errors, they remain the same, even if I comment out the #include of wx/wx.h now, even if I remove anything related to wxWidgets from the project and clean it. I'll have a look at a wizard generated project now, like proposed...
...
Well, firstly setup.h is not found, I add the absolute path to the project's settings (it was there already but through the relative definition of the global wx variable which for some reason didn't work), then there arise new errors, e.g.
C:\Programme\wxWidgets-2.8.9\include\wx\buffer.h|127|error: `strdup' was not declared in this scope
which reminds me a lot of the errors I got previously.
Damn. :?
Well, so I will recompile wxWidgets now, let's see...