There are a few languages I am paying particular attention to these days.
The first is Scheme; that's the language I'm using for my Sudoku experiments.
The second is Lua. Lua is a light language that includes a byte code compiler and interpreter. It is designed to have a small implementation footprint and to interface well with C. It has lightweight threads. Lua's home is at http://lua.org.
The third is Io. Io has a syntax that looks a bit weird, unless you're familiar with Smalltalk. I've never used Smalltalk, but I have used NewtonScript. The prototype-based inheritance scheme used in Io reminds me of NewtonScript's inheritance, although Io does not support dual inheritance chains. It may not be quite portable enough to move over to an arbitrary platform, but I won't know for sure until I try. Io's home is at http://iolanguage.com.
And then there is Ruby. Ruby is not quite so lightweight, but it is designed to be embeddable; it would not be my first choice, though, because it does not have a well-tested compiler or byte code runtime. It has too little regularity in its syntax (otherwise known as "too much syntax"), and uses sigils, which I don't like except as convention, as in Dylan, but as far as I'm concerned for usability it beats Perl hands-down. I prefer it to Python for no particularly good reasons other than Python's use of whitespace, which is a relatively trivial feature, and Guido's apparent hostility towards fully usable lexical closures. Ruby's home is at http://ruby-lang.org.
Ruby's support for higher-order functions has the side effect of making it serve as an acceptable dialect of Lisp, even without an exact equivalent of Lisp macros. I was able to bring up my basic Sudoku code in just a couple of hours using Ruby. Ruby is great for rapid prototyping and the standard libraries "feel" just the right size. There's some lessons here to inform future generations of Lisp, if the Lisp community is willing to listen to them.
There are some Forth-inspired languages that are also interesting; I am a fan of Forth, and consider it to be the "other" programmable programming language. Joy (http://www.latrobe.edu.au/philosophy/phimvt/joy.html) is a sort of functional variant on Forth.