Dan Benjamin's Hivelogic article Installing Ruby, RubyGems, and Rails on Snow Leopard is the recommended place to go although the article is for 1.8, so here's a Ruby 1.9-specific install on Snow Leopard. Watch out for the 64-bit thing... either go all 64-bit 'fat' (as is - for example - Apache on OS X, which can cause problems with 32-bit libraries) or check any gems you're likely to use to make sure they're okay for 64-bit.