Same boat, but still wrestling with windows at work. I've got a workable configuration with Cygwin, and mingw32. Hey Visual Studio's IDE (2008) may be full of cruft but the debugger isn't too bad. Vs2010 feels broken, I gave up creating projects in VS, and now use a simple combination of ruby and cmake for creating solutions/projects.

http://www.victusspiritus.com/2011/10/30/an-elegant-ruby-scr...