Emacs is the best. It's written in an old dialect of Lisp itself, and you can customize it and script sequences of actions in it with Lisp. It also has SLIME, which is the Superior Lisp Interaction Mode for Emacs, (see http://common-lisp.net/project/slime/), which is the most amazing IDE I have ever seen for any language, and I've used VS.NET and Eclipse and all the rest.

That's for Common Lisp (CL), which you may or may not want to develop in; I personally frequently choose to write in CL because it has a very large library, and because it has SLIME.

For Scheme, Emacs is also good, but there isn't something analogous to SLIME.

SLIME has go-to-definition of a function as one of its more basic features, along with auto-completion, convenient listings of arguments when you first write down a call to a particular function, and much more.