In my experience, no matter how sophisticated a static type system is, at some point it ends up getting in my way. This goes double for languages with very simplistic type systems, such as C#, as they have all of the disadvantages of a static type system with few of its advantages.

Statically typed languages tend to lack good REPLs, a tool I consider indispensable. I'm unaware of any statically typed language that has something as complete and integrated as SLIME, for instance. Even a properly setup IRB or IPython don't seem to have anything that matches them in the statically typed world.

Another problem is that statically typed languages can have long compile cycles. One C# project I worked on made heavy use of PostSharp, the use of which slowed the compile time to nearly a minute. Additionally, whilst Visual Studio updated the ASP templates in real time, there didn't seem to be a way to reload new DLLs without restarting the development server.

Conversely, when I'm hacking in Clojure, updating the entire system can be done without restarting the server, and takes a fraction of a second.

Macros, too, I guess are easier with dynamic typing. When I write a macro in Clojure, it seems a lot easier than when I was using Template Haskell a few years back. Perhaps there's a better system for macros in a statically typed language, but I haven't run across anything like that yet.