If you want to use Common Lisp, the best implementation by far is Allegro Common Lisp from Franz (https://franz.com/). This is the Lisp that gets used by research labs whose bread and butter is Lisp and AI work, and their tooling (runtime, libraries, debugger, IDE, etc) is the best bar none. I've used it for a while some years ago, and came away very impressed. However, it is a commercial product, and not free (but not as expensive as some other commercial development tools).

For a free CL, SBCL is very good. However it's a very "classic" kind of a language, with just text mode tools and a unix bias.

For a non-CL Lisp-like, Racket is fun, but their debugging story is not my favorite. But pragmatically speaking, Clojure is probably the better choice. It is based in the Java Runtime, so things don't work exactly like they would in a normal Lisp, but in exchange you get great interop with a ton of Java libraries and tools, which I think is a net positive.

That said, Franz ACL would still be my tool of choice, if non-free is not a deal-breaker. :)