[Chattered]

Macro examples are often poor, and my advice is to always favour functions, since then you are working with actual values. For instance, with-open-file should be a higher order function, not a macro as it is in CL.

That leaves a few other uses: macros as compiler extensions for generating fast code (see "Paradigms in Common LISP" for a lovely example of a parser generator). But heed warnings about premature optimisation.

It leaves macros for novel binding strategies. List comprehensions, do-notation, destructuring-bind, pattern matching, CL's LOOP and macros that anonymously bind a pronoun like "it".

I have no shame in using macros for really succinct control structures where delaying evaluation with a lambda would just look gross (see "or" and "and" macros), but maybe that's just a cry for lazy evaluation :P