The [Metalua Manual] provides some contrasts between Lua and Scheme: "Basically, Lua could be thought of as Scheme, with: a conventional syntax (similar to Pascal's or Ruby's); the associative table as basic datatype instead of the list; no full continuations (although coroutines are actually one-shot semi-continuations); no macro system." Metalua brings a macro system into Lua for compile-time metaprogramming (CTMP). There is also a preliminary implementation of [Lisp in Lua].
For those comfortable with Scheme, Guile may be a better solution. Lua has a bent towards scripting and configuration by "non-programmers", where infix syntax may be more appealing. Lua is also often used as a stand-alone language, which in the Scheme world is more the domain of scsh than Guile. Guile is significantly larger than Lua.
[The Computer Language
Benchmarks Game] (an updated version of Doug Bagley's original The Great Computer Language Shootout[4]) is an ongoing benchmark of many languages, including Lua. A Windows version [5] is also available.
[Fractal Benchmark] - this comparision focuses on a program to compute the Mandelbrot set in several languages including Ruby, Io, PHP, Python, Lua, Java, Haskell, and Plain C.
