If You have wxGTK installed, then make symlink in Your /usr/lib (or in /opt/wx - i dont remember, i use Gentoo now) to the wxGTK2 lib:
ln -s Your-wxgtk2-2.6-lib libwx_gtk2-2.6.so.0
this should help.
It seems that wxGTK library you have (from wxGTK-2.6.2a-i486-1as package), is not built as a monolithic library (which is required by CodeBlocks), so IMHO you can not use that package.
Please don't say things that you are not sure about. Ofcourse it supports non-monolithic wxWidgets libs in linux.
Monolithic wx is needed only under windows.
@Ben: have you run 'ldconfig' ? If not, please do, else post the output of the following commands:
ldconfig -V|grep wx_gtk
ldd /usr/bin/codeblocks (change the path if it is installed elsewhere)