Not really. With Clojure you don't even have to leave your editor (I use Emacs with the fantastic CIDER package). You can put your cursor over an S-expression, hit two keys, and evaluate and see the results of the S-expression directly within the text buffer. The feedback loop is so quick it's basically instant - even tabbing over to a browser or terminal window feels lethargic in comparison.

I haven't used Common Lisp much, but I've seen a few really impressive demos of debugging in its available REPLs. This is a longer one, but a good tour of SLIME (also an Emacs package): https://youtu.be/_B_4vhsmRRI