There are Ruby bindings for QT and GTK so you can't go wrong with those ones (they're portable too).
The Pragmatic Programmers published a mini book on Ruby with QT and a full book on FXRuby, so I think the latter's another good choice.
Shoes, although easy to learn and cute, is pretty situational and doesn't provide as many options for controls as any of the other ones do, so if you want to build anything beyond a simple UI (not to hate Shoes but it's not mature enough yet), I'd recommend you to use one of the more mature and tested toolkits.