My experience with wxRuby has not been very pleasent. The main
obstacle was bad docs, even the docs at wx's main site are confusing.
The wx API interface seems rather bloated in general and this
translates over to wxRuby. We also had problems getting the sizers to
work as we wanted, and things working on windows and not working on
Linux etc. The final nail in the coffin was when we hit the (known)
bugs and had to code around them.

So we switched to ruby-gtk2 and use glade to draw our GUI's and
connect signals to events. The API is wonderful, everything works as
expected. Good docs. We redid our entire GUI (ok, it's a small app) in
just 10 hours. Linux is the main platform for it, although it might be
possible to run in win as well with some work.
http://ruby-gnome2.sourceforge.jp/

QtRuby also seems to have a nice API, but I haven't gotten it to work.
http://developer.kde.org/language-bindings/ruby/

Never tried FXRuby, mainly because it looks just plain ugly. (But
looking plain ugly on all platforms is better than wx that works on
some platforms and not others...)

Cheers,
Olof