I've setup both Eclipse+Ruby and Netbeans 6.0 Milestone 10 :) they
both work ok, though I only use jruby in (E)clipse, not native, so I
can't help there.
A lot of the web pages that purport to walk you though a E+ruby
install are woefully out of date, so I'll try and recount what I had
to do.

For E
OK so install E and ruby, order doesn't matter.

Then you need to go to the software updates section (I think it's in
the help menu).  If you're behind a proxy you need some funky config
first, in which case you'll have to google.

I _think_ you run the update to get a list of all of the plugins, then
look through the (huge) list to find "Ruby Development Tools".  That's
the thing to install!

After it's installed, you have to go to the preferences (under the
window menu), find ruby in the tree, and tell it where the interpreter
is.

Good luck!
--Kyle