If Scheme will do, Chicken, Bigloo, and Gambit all compile to C code as an intermediate step (which you then run through gcc or whatever to generate the binary). Bigloo will also generate JVM and .NET output (.NET is still experimental).

I haven't worked much with Gambit, but have fooled around with both Chicken and Bigloo. Of the two, I found Chicken to be the friendliest (it also seems to have a somewhat more active community). Another possible advantage of Chicken is that it's directly supported by SWIG. There was some activity on the Chicken mailing list a few months back about porting some game libraries. I don't know what the current status of that might be.

Ok - we are diving in: Today my partner and I decided to drop Lispworks (and especially Windows) and go with SBCL and Ubuntu for our first server box which we'll host at our office. We are on schedule to go live in about 2 months. He had been looking into SBCL for a while, and is convinced its the way to go. If we find problems with it, we (or more likely he as he is technically amazing compared to my self-taught lisp hacking) will contribute to the source code.

Seconded. Just be aware that its implementation of equalp for strings is dog-slow (compared to clisp at least).