Christian Jaeger:
If you want fast handling of single floats (as opposed to vectors or matrices), garbage collection is an issue since floats are normally boxed; you can get around this by using (declare (flonum) (not safe)) in the relevant sections, and/or ##flonum.{*,+,-,/,..} operators. (Floats are still boxed across real function calls, though.)
We also have fl+, fl-, etc now. Shorter and much more aesthetically pleasing, I think ;-)
TJ