I just keep the visited set as a set and pass it as a parameter. There are efficient log-time implementations of sets of any ordered type and extra-efficient sets of integers.
To represent a graph I use adjacency lists, or I'll use a finite map that maps each node to a list of its successors. It depends what I want to do.
Rather than Abelson and Sussman, I recommend Chris Okasaki's Purely Functional Data Structures. I've linked to Chris's dissertation, but if you have the money, he expanded it into an excellent book.
Just for grins, here's a slightly scary reverse postorder depth-first search done in continuation-passing style in Haskell. This is straight out of the Hoopl optimizer library:
postorder_dfs_from_except :: forall block e . (NonLocal block, LabelsPtr e)
=> LabelMap (block C C) -> e -> LabelSet -> [block C C]
postorder_dfs_from_except blocks b visited =
vchildren (get_children b) (\acc _visited -> acc) [] visited
where
vnode :: block C C -> ([block C C] -> LabelSet -> a)
-> ([block C C] -> LabelSet -> a)
vnode block cont acc visited =
if setMember id visited then
cont acc visited
else
let cont' acc visited = cont (block:acc) visited in
vchildren (get_children block) cont' acc (setInsert id visited)
where id = entryLabel block
vchildren bs cont acc visited = next bs acc visited
where next children acc visited =
case children of [] -> cont acc visited
(b:bs) -> vnode b (next bs) acc visited
get_children block = foldr add_id [] $ targetLabels bloc
add_id id rst = case lookupFact id blocks of
Just b -> b : rst
Nothing -> rst