Setting up IntelliJ (version 9, either free open soirce version or commercial version)with the Clojure plugin was a good start for me. I bought Stuart's book (physical book) and the other two Closure books as work in progress PDFs - good references and a help to write idiomatic Clojure code.

BTW, IntelliJ free version also works well with the Scala plugin, so you can mix Java+Clojure+Scala in one project. With the commercial version, you can add JRuby to the mix.