You're probably right.
I've played around with LISP macros a little, but it seems that most
of the cases where you would use a macro in LISP you don't need one in
haskell due to lazy evaluation.  Although I haven't played around with
them enough to say much one way or another.

Do you know of a particular example where a macro would be a big help
in haskell?

Well, like many good programming tools, Lisp macros are another abstraction, but instead of dealing with data, they deal with code.  They are a syntactic abstraction.  They're often described as "programs that write programs."  We all know how much Haskell likes abstractions ;)