if you are only exploring lisp I would suggest getting a demo of the commercial versions:
- http://www.lispworks.com/downloads/lw-personal-edition.html - http://www.franz.com/downloads/ - http://www.cormanlisp.com/download.html
if however you want to use lisp for real work you must either buy a commercial implementation or use one of the free ones:
Windows: clisp.sourceforge.net
Unix: sbcl.sourceforge.net, http://www.cons.org/cmucl
Mac: openmcl.clozure.com
There are many more but these are (imho) the most heavily used.