SBCL is better in the sense that almost everyone who writes an open-source library for Quicklisp distribution is going to test it with SBCL, so most of the time Quicklisp libraries just work with SBCL.
Testing with other Lisps, including Lispworks, is not quite so automatic, so there's a little greater likelihood that something might fail to work.
That being said, most libraries I've tried with Lispworks have worked without any trouble.
That's good to know that the familiar ql libraries will be available if / when venturing into using Lispworks, potential compatibility issues aside ...
SBCL is better in the sense that almost everyone who writes an open-source library for Quicklisp distribution is going to test it with SBCL, so most of the time Quicklisp libraries just work with SBCL.
Testing with other Lisps, including Lispworks, is not quite so automatic, so there's a little greater likelihood that something might fail to work.
That being said, most libraries I've tried with Lispworks have worked without any trouble.