I recommend this order:
1. Practical Common Lisp
2. On Lisp (kind of a big jump, so maybe check out ANSI Common Lisp)
3. Let over Lambda
4. Lisp in Small Pieces (especially if you want to implement a Scheme or Common Lisp)
With Common Lisp the Language (Guy Steele) and ANSI Common Lisp (Paul Graham) somewhere in the mix.
These are all excellent books and must-reads for anyone interested in programming languages and/or the Lisp family.