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Installing Ruby
The Ruby Version Manager, or RVM, is by far the best way to install Ruby on your Apple computer. RVM allows you to quickly install multiple versions of Ruby on your computer and can be installed with one command:
bash < <( curl http://rvm.beginrescueend.com/releases/rvm-install-head )
If you run into problems consult their detailed RVM installation guide.
After you've installed RVM, you can install Ruby 1.9.2 with:
rvm install 1.9.2
This will download the source code for Ruby, compile and install it. Be prepared to wait a few minutes if you're using a slower computer. That's it, you're ready to go!
If you run into errors while installing RVM, first run a Google search. Chances are there others who have run into the same problem. If your Google searches don't resolve your problem, ask a Ruby friend. If that still leaves you high and dry, you can ask Wayne E Seguin (the creator of RVM). Visit http://rvm.beginrescueend.com/support/irc/ for more information. Wayne is a very friendly guy who is actually on IRC constantly and loves helping people install and use RVM. If your problem ends up being with the RVM source code, he will (usually) fix it and push up new source code to Git while he talks to you on RVM. Awesome.
Installing Ruby on Windows used to be a challenge, however there any now two excellent options that make this process painless.
Note that one of the jRuby installers also includes Java if you don't have it already installed.