Just recently, I have finally bought Peter Seibel's book Practical Common Lisp.
I had already read most of it on the web. The chapters on CLOS and LOOP were particularly useful for me since the previous Lisp book I had read, Paul Graham's ANSI Common Lisp, largely neglects these important features.
What can I say? It's a great common lisp tutorial.
Update: as someone kindly mentioned in the comments, Seibel's book has a chapter dealing with CL's condition system, aptly named “Beyond Exception Handling: Conditions and Restarts”. This very important feature is also neglected by pretty much every other book about Lisp.