You might want to also check out a Lisp plugin for Eclipse called Cusp ( http://paragent.com/lisp/cusp/cusp.htm ). There are builds for Windows available. The other Tim that programs here at Paragent developed it, and uses it as his main development environment (I'm an emacs/slime guy). It reuses parts of slime (the backend swank server) so works in a similar manner. It also comes with SBCL, so you can get up and going pretty quickly.
Regarding SBCL on win32 - it is pretty stable, but is still missing some functionality that SBCL has on other platforms (threads is the big one).
Regarding SBCL on win32 - it is pretty stable, but is still missing some functionality that SBCL has on other platforms (threads is the big one).