Most Schemes give you define-macro (and gensym), which is the same as CL macros. Bigloo, Chicken, and some others even have hygienic macros off by default due to the overhead, and recommend that you use define-macro whenever possible.

I usually use a mixture of both. define-macro for when I'm just trying to kill some repetition without an obvious functional composition solution, and define-syntax for when I'm laying serious groundwork functionality.