Macros in JavaScript

Most of the threads on ‘Macros in Javascript’ seem to end up recommending Parenscript.

It looks to me as though Parenscript is like a precompiler, and that I would have to have a separate pre-Javascript-interpretation compilation run. Am I correct?

If that’s the case, why is getting involved in Lisp any better than writing a simple macro-preprocessor in perl?

Has anyone used the jQuery Macro facility?