Macros where you have to specify a var name are really clean. They have few hygiene issues, and work with both lexical and dynamic binding!
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I've written a lot of lisp, including a respectable number of macros, and I don't think I've ever been caught out by hygiene.
I've definitely written broken macros that expanded to the wrong thing though.
How to Write Seemingly Unhygienic and Referentially
Opaque Macros with Syntax-rules: a fun paper on macros in Scheme, and how you can subvert hygiene using only syntax-rules!
I think I use anaphoric macros more than any other kind. Macro hygiene has its place, but --map in dash is so darn readable.