Common Lisp interpreter

I'm reading Land of Lisp and the guy uses CLISP (and CLISP specific extensions), so I'm using it for now. But I've heard good things about SBCL and others. Which one would you recommend? Should I stick with CLISP?

>>19
why are fexprs/first-class macros/eval "bad form"
who is "we" in "we all know"?

I really have never heard a good argument against interpretation except for "it's slow" or "it's not idiomatic in my particular favorite language."

Please enlighten me.