I had similar issues. But I find that the simplest way to get around them is to use VMWare or Parallels, depending on what your emacs is running on. Run Lisp inside the OS of your choice and connect to it using Slime.

If you don't use Slime+Emacs+Tramp, I don't think it's worth getting into CL at all. Slime absolutely rocks my world. I have 8 SBCL instances running on multiple machines (virtual and dedicated) on my network and the internet, and I don't have problems doing any lisp development.

My advice would be to pick the OS/Lisp implementation based on what you think you might need.