If Armed Bear Common Lisp may be said to have an IDE, it has one in the combination of Emacs using the SLIME to connect to running Lisp instance(s). In the parlance of SLIME, Emacs is said to be the superior process with the running Lisp instance(s) known as the inferior Lisp process. With SLIME, Emacs provides symbol completion in a REPL with edit history, Lisp syntax highlighting, finding the source location for a given form, the ability to run multiple instances of the inferior Lisp (or even different versions of Lisps), the ability to interactively inspect Lisp values, a nice wrapper for controlling ASDF, and much more.
When confronted with a Microsoft Windows environment that I need to productively generate code within, the first thing I do is install the Cygwin package to get to a minimal UNIX-like environment. Unlike many Windows enhancements, the installation of cygwin does not require Administrator privileges so it is possible even in a somewhat restricted corporate environment. cygwin provides a UNIX compatibility layer that has enabled the porting of many standard GNU utilities to run under Windows, including an X11 server.
One of the first packages that I install for use under Cygwin is the Emacs X11 package, which provides The One True editor with a lot of tools that make simple programmatic tasks easy, and the construction of complicated system possible. Historically there have been other efforts to bring Emacs to Windows such as NTEmacs, but now that GNU Emacs 24.1 runs fine in an X11 server with cygwin, I think the ease by which cygwin installs and updates outweighs putative advantages of Windows-specific Emacs ports. In truth, over time, GNU Emacs has absorbed most of the useful features pioneered by other, more native, versions.
cmd$ git clone https://github.com/slime/slime.gitThis will checkout a copy of SLIME including documentation. Alternatively one may download a CVS snapshot but then it will be harder to update SLIME later if you wish.
The network location, http://slack.net/~evenson/abcl/slime-under-cygwin.html, serves as the canonical instructions for getting SLIME to translate pathnames under Cygwin, superseding the instructions posted at http://abcl-dev.blogspot.com/2010/05/running-slime-under-cygwin-with-abcl.html which were invalidated by changes of 2011-12-24 to the way SLIME invokes the inferior Lisp image.