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.
miniblog.
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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!
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!
I think I use anaphoric macros more than any other kind. Macro hygiene has its place, but --map in dash is so darn readable.