Paul Graham's ANSI Common Lisp - I purchased a used copy from Amazon. What I like is that it is a text book and has true exercises and not just code to type in. The downside is that complex ideas are often described briefly.
Peter Seibel's Practical Common Lisp has been a useful supplement because it goes into some topics in greater depth (i.e. it offers a more gentle introduction). I've been using the online version [which was the subject of an HN thread recently]:
What is particularly nice is that it formats very legibly on my phone, making it great for reading any where (except the bathtub). The lack of exercise problems is a bit of a drawback for the way I learn.