I actually recently had to install SBCL on my OS X 10.4 (Tiger) box. Here's how it went:
1. Grab from the Downloads folder.
2. Build.
3. Bombs during building because SBCL now relies on a link symbol which doesn't exist in Tiger. Apparently all Mac Lisp users are require to be 10.5 Leopard users.
4. Swear a bit.
5. Search the web.
6. Find lots of people swearing also, no answers.
7. Try CVS.
8. Build.
9. Bombs during build.
10. More swearing.
11. Start hunting through earlier versions of SBCL.
12. About 10 downloads later (and they take a lot of time each to download and build until it fails), finally find one which doesn't rely on the symbol.
Time to download SBCL from its website - 30 seconds. Not the problem.
Time to acquire the domain knowledge by learning about the different implementations and their respective strengths and weaknesses and decide on one (which could get nasty if you pick the wrong choice) - minutes to hours. That is the problem.
Hold on a second, I need to lie down for a moment after all that hard work there.
OK. Yes, there's not one Lisp implementation that is canonical and called "Lisp" and which lives at lisp.com. Life is pain.