Thanks for your remarks!
Since the time I wrote my post, I got a little more familiar with Lisp, because I got some practice. And I have to say it was a great experience!
I decided to use two Lisp dialects: Common Lisp and Clojure.
I find CL a slightly better than Clojure. Mainly because it doesn't enforce me to do functional programming when I don't want it. Don't get me wrong: I like FP, but not all the time (it's just like with OOP: it's good, but not to solve *all* the problems). Besides, in CL I can use CLOS, which is a way better than OOP in Java. So far, I wasn't able to do OOP in pure Clojure, but I'm still learning.
I have chosen SBCL, because of those licence issues. Besides, I find it a slightly easier to use for a beginner (although my use of SBCL probably leads to not portable CL code).
My main concern about SBCL in particular, and about CL in general, is the need to run my apps on Windows. So far, I wasn't able to install any ASDF-installable package on my SBCL Windows installation. And I expect a problem with GUI on Windows will be much more complicated.
(The other side of this problem is that I'm not too familiar with Windows.)
I have also taken a look at Clojure. While it's more "constrained" than CL (no CLOS, strongly biased towards FP), it's a way better than Java. And since it runs on the Java platform, there are no problems with running Clojure apps on Windows. There are also no problems with GUI libraries: the standard Java Swing might be used (and I like Swing very much).
So I decided to use Clojure for writing portable GUI apps, and use CL (a standard SBCL installation) for everything else. By "everything else" I mean writing engine and server, while client will be a GUI app written in Clojure.
Although SBCL is not officially supported on Windows, it works.
And one more thing. I suppose it's possible to deploy a Lisp application on Windows by means of using ECL to generate portable C code, and then to compile this C code on Windows. In such a scenario, no Lisp interpreter/compiler would be required on Windows; just a C compiler would be needed.
findinglisp wrote:For SBCL, I don't believe this will work, whether core files or FASLs. Is there any reason that you couldn't develop your application on Linux and then recompile on Windows when it's time for delivery?
I'm going to do all my development on Linux. I hate working on Windows. Currently, there is only one reason I can't recompile CL code on SBCL running on Windows: I'm unable to install anything using asdf-install on Windows. It just doesn't work (out-of-the-box).