I use Sublime Text with a good plugins for Ruby on Rails Development
The question is, do you really need a full blown IDE, or is a text editor like Sublime Text sufficient.
Most Ruby programmers, just use vim with a handful of their favorite plugins to be more efficient when typing.
I personally also use Sublime Text, with a few packages installed (like Emmet for super-fast HTML generation). Most things when programming are done on the command line (automatic tests, etc.).
I use RubyMine, if you would like to receive it for free then i can suggest you to apply for Classroom License ( you can read more about license types here http://www.jetbrains.com/ruby/buy/ ) or buy it for 26 euro under Academic License.
Also you can try NetBeans Ruby IDE (its free but i dont like it) or Eclipse ( http://www.easyeclipse.org/site/distributions/ruby-rails.html )
I use Sublime Text and you can run it right there in Sublime Text. Make sure you're in Ruby mode by clicking on the language selector in the bottom-right corner of the screen. From then on, you can run it right in Sublime by pressing Tools and Build!
Another interesting thing is the Ruby Version Manager (RVM), that allows you to choose the convenient version of Ruby for your project ...
Check the page: https://rvm.io page
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