Common Lisp Implementations I use are ECL under win32 and linux and SBCL under linux. I'm also keeping a watch on win32 port of SBCL, and ClozureCL. ABCL is nice too, as it runs everywhere where Java runs.
Killer lisp implementation would be one that would run on both win32 and Linux, support threads, be free for use in both open and closed source projects. Ecls is the closest match currently, but once SBCL port for win32 is completed, it would be verry close. There is also some closurecl efforts lately to bring it to windows land.
Also, I'm currently in search for a decent free GUI library that actualy works.