Autocomplete and debugging with clojure works. The problem is most clojure developers don't use common java IDEs. So it appears like it doesn't work or exist. But recently there has been an explosion of plugins to help everyone that isn't familiar with emacs & slime.
Autocomplete:
http://stackoverflow.com/questions/4289480/how-to-do-automat...
Debugging:
http://clojure.org/getting_started
Plugins:
https://github.com/swannodette/textmate-clojure
http://code.google.com/p/counterclockwise/
http://plugins.intellij.net/plugin/?id=4050
Options:
[emacs is too hard on windows] http://clojure.bighugh.com/
[but I use a mac] http://aquamacs.org/
[but I write ###.NET] https://github.com/richhickey/clojure-clr https://github.com/jmis/vsClojure