The process has gotten a lot easier and Leiningen has made things way easier. lein-swank is just dreamy and comes close to providing all that nifty class-path handling functionality that something like Eclipse provides for Java. A lot of great work has gone into things like swank-clojure and Leiningen and it's amazing that the Clojure community has pulled together such a great set of tools in such a short period of time. There are languages on the JVM coughScalacough that have been around for a lot longer and really seem to be lagging behind in terms of tools.
