If you want your Pry experience to be even more SLIME-like, try combining it with vim and tmux. You can write code in vim, and send arbitrary lines or blocks to the terminal for seamless execution. This has changed how I do a lot of things, not just Pry: it's really handy for putting together bash scripts, for example.
(self-link) http://www.alanmacdougall.com/blog/2012/03/27/using-vim-slim...