I'd say SBCL and CCL, but CL implementations are not like Schemes where there are huge incompatibilites and practically you have to target a certain compiler. With CL the compiler-specific stuff are very-rare and small in number, so most of the time you should be fine on any compiler with ongoing development.

SBCL and SBCL.

http://www.sbcl.org/

Agree SBCL and SBCL if you're looking to do linux for scientific or web. (Let's get real, is there anything else?)

Clozure Common Lisp (http://ccl.clozure.com/) is excellent if you're on the mac.

Windows I'd do Lispworks or Allegro (both commercial lisps), although rumor has it SBCL for windows has gotten much better. Admittedly my last experience doing anything on windows was probably ~5-6 years ago.

Great thing is, the language is standard, so generally you can just pick one and start messing around.

lispworks actually looks very good to build in house Line Of Business applications

but the cost and price, really stand in the way of it being used in a greenfield/side project, where you work on something new without necessarily having your management approval, and then present it to them once .. it works