For Scheme, there is DrScheme
and others which I`m not familiar with.
For Common Lisp, there is Emacs+SLIME (as myst already told), which is very flexible and powerful. Something more beginner-friendly would be Cusp
(a plugin for Eclipse), Edi Weitz's Starter Pack
(wich works with Lispworks, for Windows) or ABLE
(ABLE's homepage seems out of order now, maybe it will be available soon).
Among those, the only ones I tested were Emacs+SLIME (which is the one I use) and Cusp, and I would recommend the latter for a beginner, unless you are willing to learn new and different things, in which case I recommend Emacs+SLIME.