[WalterGR]

Seconding the Clozure CL recommendation. It supports threads on Windows, which really expands your options if you want to do web development in Common Lisp.

I run Linux on my web servers but develop from a Windows desktop. CCL works great on both.

[lisper]

Thirding CCL :-) The built-in IDE and ObjC integration are awesome for developing on a Mac. And you can deploy finished code on Linux and Windows.

[TeMPOraL]

Fourthing CCL - it's stable on Windows and fast enough for writing games :).

Also, it's the best free CL for targeting Raspberry Pi - unlike SBCL, CCL supports native threads there, and with the weak but quad-core processor of RPi2, the difference is very noticeable.

[orthecreedence]

I have the same workflow. Develop on Windows, push to Linux (including apps that use FFI/threading). Never had a problem with CCL.

[Grue3]

I'm surprised how many Windows-based CL devs there are. I am too, however I use SBCL and it works pretty well too, although I have stumbled upon strange Windows-only bugs with it.