Naturally, as a reader of YC news, I have also looked into LISP again lately. While I haven't really tried it yet, I found a LISP plugin for eclipse that is running SBCL on Windows. They claim to be inspired by SLIME. Not sure if it would be possible to get their SBCL to run on Windows standaline, but i was planning to use that plugin (sorry no link, but should be easy to Google).