I’d go with Racket. It may not be as fast as SBCL, but it does have excellent libraries and documentation, as well as an integrated environment that’s designed to get you developing and running Scheme programs right out of the gate. What I really like about Racket’s IDE, DrRacket, is what you don’t have to do—you don’t have to learn Emacs, you don’t have to learn SLIME, you don’t have to worry about hunting down third-party libraries, as virtually all libraries meant for Racket can be found in packages. All in all, it really cuts down on the learning curve and allows you to focus on the actual task at hand: writing great code.
Also, it comes with a web server if you want to make Racket-powered websites (which I’m currently looking into).