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Maybe I'm doing it wrong, but a problem I've had with racket is as you begin to build larger projects, when something breaks it can be quite difficult to find out exactly where the break happened. When you compile Java or run Python, it's almost always immediately obvious what broke.
The way I got around this was to use a methodical TDD approach. Would be a shame if that turns out to be as good as it gets for lisp.
Something I haven't done yet but am interested to get to is attaching a repl console to a running process.