I'd recommend O'Caml for several reasons:
- it's statically typed, unlike LISP
- it has a fine emacs mode, and you sound familiar with that environment
- it boasts a top-level read-eval-print loop, which is great for learning
- it sports an excellent native-code compiler, which is well-suited to building actual applications
- it has a vibrant user community with fairly active developers
- there are lots of libraries and bindings for doing things like X programming, SDL, Gtk, etc.
Although it's not "pure" in the sense that it allows you to write programs with side effects, i think it's a fine language for learning the tricks of the trade; just restrict yourself from using side effects while you're learning (this is good style, anyway). Also, don't be deterred by the "O", which does stand for "objective" -- the idiomatic style is to write programs that are mostly functional, reserving objects for when they're actually useful (a rarity!).
Just google for "ocaml tutorial" and you'll find several good links. The first one, hosted at ocaml-tutorial.org, looks particularly appropriate for someone with no functional programming background at all.
Congratulations on taking an important step forward in your ongoing education! Many people say that functional programming isn't "just another paradigm", like OO or scripting, but that the ideas are found in nature. The theory behind typed functional programming is inextricably linked with the foundations of logic and mathematics. After learning how to program in a functional language, you may find yourself thinking more clearly and being a more effective programmer in any language you choose!
Best of luck :)
