@Rhodan - For an "embark workshops" example, check out the embarking-*.csv files in the Examples/General folder.
It should be working fine with 40d11 (it's what I used during development) but I'm sure it'll have problems if you use custom keybindings in DF, which if I read you correctly is your situation. Please let me know if (how) you get this resolved.
I'll make a short demo movie a bit later; I think I'll do it as a Youtube video instead of a DF movie since the construction has to happen in phases anyway.
@Hishan - Yes, it can do walls and such (Cw,Cw,Cw) - pretty much anything in the designate, build, place and query menus should work. Resizable stuff is also supported with a special sizing syntax: ga(2x4) for a drawbridge, for example, or f(10x10) for a food stockpile. You can even do stuff like "take from stockpile" with a bit of cleverness.
You are right, this will definitely be slower than the memory-based tools, though I've optimized away several classes of keystroke inefficiencies (e.g. "{Right}{Left}" becomes ""), which helps the playback speed dramatically.
@DennyTom/Rhodan - I am still considering the "all phases in one CSV" idea. The interface would probably be something like "choose CSV file", then repeated "select which phase to execute" prompts. The major argument in favor of separate files is that an "all in one" CSV could get very cluttered and hard to edit, with all that data packed into each cell. Having multiple CSVs also gives some advantages in editing, like being able to Ctrl-Tab through several open CSVs to visually compare placement of stuff.