C-c C-k by default puts FASLs in the same directory as the .lisp file, which may be not very nice.

(setq slime-compile-file-options '(:fasl-directory "/tmp/slime-fasls/"))

will place fasls into “/tmp/slime-fasls/”.
I also have

(make-directory "/tmp/slime-fasls/" t)

in my .emacs to make sure the directory exists (/tmp gets cleaned on each reboot).