I had initially skipped on using define-constant and only use defvar IIRC because of reloading code at the REPL.
I intended to come back to this when it was important enough.
Now I'm reading common-lisp code and I see these two define-constant macros, one from Edi W. and one from alexandria.
https://github.com/edicl/drakma/blob/master/specials.lisp#L35
These look pretty similar, I think I'm gonna start using alexandria's version, because I already have standardized on it for other stuff.