Thank, you Stefan, for your help. Maybe it will be useful to other people, installing MySQLdb on Intel Mac.
The way I solved the problem after more searches was this. I installed the precompiled packages Universal-MacPython-2.4.3 and MySQL_Python-1.2.1_p2 from this location:
http://pythonmac.org/packages/py24-fat/.
Then I added the following line to /Applications/MAMP/bin/startMysql.sh:
ln -s /Applications/MAMP/tmp/mysql/mysql.sock /tmp/mysql.sock
It creates a mysql socket at a common location so that MySQLdb can find it.
Also I had to recompile mod_python for Apache, but this is already another story.
Hopefully, this information will be useful for somebody.