I'm reading SICP book available at http://mitpress.mit.edu/sicp/
To run the sample code which interpreter should I use ?
I've considered Dandelion Lisp plugin for Eclipse : http://sourceforge.net/projects/dandelion-ecl/
Also considered Scheme for windows http://www.gnu.org/software/mit-scheme/
Which one should I use ?
Reading this question it seems I should use Scheme ? : What are the actual differences between Scheme and Common Lisp? (Or any other two dialects of Lisp)
If so will http://www.gnu.org/software/mit-scheme/ suffice ?
MIT-scheme should work, depending on your OS, but it's not a terribly great interface. Racket is a very popular interpreter for Lisp-y things, and there does exist a package for Racket that tries to implement SICP scheme. It's not perfect, but it's what I've used in the past for SICP, and you'll be fighting much less with the interpreter than with MIT-scheme.