CLISP and SBCL are the easiest to get running. Both are in Fink, MacPorts, and SBCL now offers downloadable Mac OS X binaries. OpenMCL tends to be slightly more difficult to get running with SLIME, but it does also have a binary distribution and a couple of native interactive environments, namely Clotho and Alpaca. SBCL and OpenMCL are the fastest free Lisps on Mac OS X. OpenMCL has the best integration with the Mac OS X GUI and other Mac OS X features.
There is a first attempt at a Lisp in a Box for Mac OS X by Mikel Evins. His other works in progress are also interesting: Clotho, a native IDE for Mac OS X, and Alpaca, a writer's editor, built with Bosco and OpenMCL.
Most Mac OS X Lispers will need Emacs. Mac OS X comes with a console-only build of GNU Emacs 21.2. Fink contains GUI ports of GNU Emacs and XEmacs that use the X11 bundled with MacOS X. Carbon Emacs is a solid port of GNU EMacs with GUI support.