A very minimalistic but useful Lisp IDE for Windows is "LispIDE" available from:
http://www.daansystems.com
- Supports CLISP and SBCL.
- Starts up with REPL very quickly.
- Syntax highlighting.
- Download includes CLHS and CLtL2 as CHM help files.
- Press F1 to bring up CLHS help. CLtL2 under Help menu.
- Keyboard shortcuts for "Send to Lisp" and "Macro Expand".
Simple, effective and free.