After everything was done, I rebooted and it worked just fine. However, I then booted Win8 and when I tried booting Arch again, it failed. The USB-key was no longer recognized as bootable.
By reinstalling Grub, I can make the USB-key bootable again, but it only works as long as I don't boot Win8. Obviously, when booting Windows, the USB-key is not connected, so its data cannot be modified by the Windows boot process. It seems, installing Grub not only writes to the USB-Key but also configures something on the notebooks hdd. Something that is undone by booting Windows.
Edit: I installed Arch from another live-usb-stick (which I can boot reliably) and followed parts 1 and 2 of the Beginners guide. Utill just before "post-intallation". When I reinstall grub I open the encrypted partition, mount root and /boot, arch-chroot into /mnt and reinstall via
grub-install --target=x86_64-efi --efi-directory=/boot --bootloader-id=arch_grub --recheck
I then exit, umount, close the encrypted partition and reboot. Then, booting from this stick works as long as Win8 is not booted.