J.V. Toups over at Dorophone has a nice, short introduction to Common Lisp reader macros. The conventional wisdom is that it's best to avoid reader macros when you can and the use cases that Toups examines probably fall into that category but they do serve to present some interesting examples that show how reader macros work.
If you've ever wondered what reader macros were all about or how they work, this is a good introduction. If you want more, you can get it from Paul Graham's On Lisp or Doug Hoyte's Let Over Lambda both of which discuss reader macros.