Another option is to download Franz Allegro CL Express - http://www.franz.com/downloads/clp/survey and Franz' own emacs package - http://www.franz.com/emacs/ They also have nice tutorials up there.

Or Lispworks personal edition - http://www.lispworks.com/downloads/index.html

I just set up slime into my emacs (which I use all the time anyways) and hooked up Clozure CL to it - http://www.clozure.com/clozurecl.html

On the other hand you could try Scheme, particularly Racket (ex PLT Scheme) - http://racket-lang.org/ (IDE is really nice, but sometimes confusing for newbies.. for example "Which Scheme? And why?")

Maybe your best bet would be to start either with Lispbox and some Lisp book (like the one linked on Lispbox page, it's free) - or Racket Scheme and its IDE (DrScheme) and try following SICP from here http://ocw.mit.edu/courses/electrical-engineering-and-comput... and especially here: http://academicearth.org/courses/the-structure-and-interpret... I'd recommend Racket+SICP at first, both because of less hassle with tools instead of language at first and for my personal bias toward Scheme. Just found some pointers for SICP and DrScheme here - http://stackoverflow.com/questions/939582/which-language-in-...