If there's not a major outcry, I'll make `slime-setup' do the following
(setq lisp-simple-loop-indentation 1
lisp-loop-keyword-indentation 6
lisp-loop-forms-indentation 6)
so LOOP gets indented like
(loop for x ...
for y ...
collect (cons x y))
instead of
(loop for x ...
for y ...
collect (cons x y))
-T.