I use http://www.e-texteditor.com/ on Windows. It's a clone of Textmate, supporting its bundles and all that; works very, very well.
Or you could try something called Red Car Editor (http://redcareditor.com) which proclaims to be an editor specially made for ruby/rails programmers. It looks pretty impressive, but again I couldn't get it installed properly. (I think the latest version runs on jRuby platform)
EDIT: I got inspired to try Red Car again after posting this comment. Uninstalled Ruby completely from Windows 7, installed jRUby 1.5. Red car gem installation went perfectly, but the editor is shockingly slow and unresponsive. I don't know if the same applies to linux platform, or if there is something wrong with my system (its a 2 year old laptop, and its been a long while since I have reinstalled the Windows OS)