I use IntelliJ and it has an awesome Clojure support. Syntax highlighting, auto-completion, REPL shell and yes debugging.
And I'm pretty sure that Eclipse and NetBeans have a really good Clojure support.
Eclipse has a Clojure plugin called counterclockwise (ccw) that have most features and are rapidly maturing.
One thing the beginners of Clojure need to know is that Clojure development is REPL heavy, which is a completely different process from that of static languages like Java. Basically, one experiment in REPL, build small functions, then compose them, the debugging needs is very different from write-compile-test way of development.