I've dashed off the first-cut of an "install the Lisp world on my virgin computer" shell script called clbuild. The idea is that a newbie Common Lisp free-software hacker can run:

 sh ./clbuild build

and grab a coffee while it automatically downloads the latest versions of important Common Lisp programs and libraries and installs them in a directory tree safely away from their own stuff. Running the script again will update from all the repositories and compile as needed. This all makes it easy to bootstrap a Common Lisp environment and saves you chasing down a lot of different packages. The next step is to run:

 sh ./clbuild mcclim-listener

and wait a few tens of seconds to see the McCLIM listener pop up in a window.

If you'd like to contribute support for more packages you can snarf the darcs version:

 darcs get http://fresh.homeunix.net/~luke/misc/repo/clbuild

and mail changes to luke@member.fsf.org.

The inspiration is jhbuild by James Henstridge.
Edi's already done something for Windows users called STARTER-PACK.