Hint for OSX users: CMUCL works best on 64bit OSX versions. The other Lisps such as Clozure CL and SBCL sooner or later cause some incompatibility problems.
OS X is Clozure's home platform and in my experience where it works best. The project has all those Cocoa bindings and grew out of Macintosh Common Lisp; it's definitely an OS X friendly Common Lisp.
CMUCL is...if not precisely dead, certainly moribund. It's been ported all over the place and the OS X port is certainly credible, but I wouldn't call it a first class Common Lisp for the Mac platform.