This is the quickest/easiest way I can see for someone running Mac OSx to get up and running with Ruby on Rails assuming they are starting with a blank slate.

Just dumping it here for future reference;

curl -L | bash
source "/Users/your-username/.rvm/scripts/rvm"
rvm get stable
rvm reload
rvm install 2.0.0 (this might take some time and you may need to enter your password a couple of times)
gem install rails

Now you are ready to call rails new my_awesome_app