Practical Common Lisp is very good and it's free: http://www.gigamonkeys.com/book/

For more advanced stuff, On Lisp and Let Over Lambda are both good, and both (mostly) free.

I'm currently reading Land of Lisp by Conrad Barski and loving it; the history section alone is worth the price.

Here's an example chapter: http://nostarch.com/download/Lisp08.pdf

Practical Common Lisp : http://amzn.to/A1pooF

definitely one of the best CL books out there...