Daniel Kehoe (of RailsApps fame) has updated his popular walkthrough to the latest versions of Ruby, Rails, and OS X. If you like variety, Dean Perry has a shorter alternative that takes a different route.
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Not due for public release until late November, Raptor bills itself as a new Ruby webapp server and claims to blow everything else out of the water performance-wise (by between 2-4x). Fabio Akita has shared some benchmark results from a private build.