In Clojure, there are lists, but the most common structure for sequential data is actually a vector [1], which works more-or-less as a slightly modified version of the Clojure version of a hashmap. Advantages of doing it this way is that you get log32 indexed lookup times (vs linear for lists), and you also get log32 [2] append-to-the-end semantics instead of "push to the beginning" that you have with lists.
In practice it generally doesn't affect a lot, but occasionally when I do need to put an item in the front of a collection, I will wish I had used a list instead of a vector, but I feel like the far more-common usecase is to append to the end, since in Erlang there's been a few times where I end up having to reverse the list after I'm done building it.
[1] At least how I use it, I haven't done any statistics to prove this.
[2] Don't let the log scare you! Log32 is very good and also effectively constant time for most in-practice use cases. Log32 of a billion is basically six, meaning you're dealing with a constant factor times six hops for inserts and lookups on a billion elements.
Assuming the majority of your lists are read-only apart from appends, you can end up with something pretty performant overall.
Trade-offs all the way down as ever though.
Wikipedia had an article on it deleted, and I'm not getting much from the first few pages of google...
There's a copy I made of the original paper here: http://trout.me.uk/lisp/
The drawback is that appending / removing elements at the beginning of the array is O(n).
When it comes to interacting with the collections I mostly use the loop / seq macros, which I believe are pretty similar to Common Lisp. Ofc you also have map / filter / reduce.