Final point (if it can help someone), all of this under OS X 10.8.3 Mountain Lion :
As I said in a previous post above, I needed a Python-enabled debugger and the Apple LLVM-GDB is not, So, I installed a FSF-GDB (6.3 from Homebrew), but it was incompatible with the binaries produced by LLVM-GCC (4.2)... Then, I installed a FSF-GCC (4.7), but for a reason I don't succeed to define, it was wrong too with these new binaries (weird!). Nevertheless this step was not useless since I got ride of the GCC's Apple-flavor and decided to keep the true FSF one (as under MSW I don't use MSVC but MinGW-GCC).
GDB (both LLVM and FSF) being eliminated, I taken a try with the LLDB shipped with Xcode (4.6), and it worked with my binaries coming from FSF-GCC) Next step was to install the last current LLDB (ie. from SVN HEAD) and to find a good front-end : the choice being very poor, I tried the current beta of Affinic Debugger GUI and it works fine (at least with the LLDB 300.x I have now). Next step will be to manage at Python-side to be able to watch wxWidgets's structures (e.g. about wxString, seen this
http://stackoverflow.com/questions/12923873/how-to-print-wchar-t-string-in-lldb).
Of course, not to say that all of this is a solution awaiting a LLDB plugin for Code::Blocks
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EDIT : since I opened a similar thread on the wx forum, I duplicate this final post over there too.