On one of my systems, the pg gem won't build unless you tell it the 
non-standard header location:

   gem install pg -- --with-pg-dir=/usr/pgsql-9.0

   gem update pg -- --with-pg-dir=/usr/pgsql-9.0

Now, how can I set this option once and for all, so that `gem update` 
always uses it?

I tried putting this in my .gemrc:

gem: --with-pg-dir=/usr/pgsql-9.0

but that doesn't work (as expected, since those options are passed to 
gem rather than the gem's extconf).