I find comprehensions to be especially useful in two situations:

1. Transforming a list using some non-standard function, often with some basic input checking:

    [int(x)*2+1 for x in seq if x]

(Here, we're assuming x is a string which can possibly be empty or only blanks)

2. Transforming elements from multiple lists together:

    ['Iter %d took %0.2f secs' %  (i, t) for i, t in zip(iters, times) if t > 1.5]

(Where we want output strings only if some iteration took a long time)

Although I'm not too fluent in lisp, I think the equivalent formulations might be longer (since you'd have to write lambda, map, filter and many parens), and perhaps harder to decipher.