It seems many text editors for OSX play well with Ruby and in some instances, like TextMate, were built for Ruby.
But if you're shopping for an IDE, check out Netbeans. Its Ruby support is fantastic. Lot's of nice little features that'll make you appreciate it.
As for stepping through code:
Single-step or run through Ruby code
and ERB files. Set breakpoints, look
at local variables, navigate the call
stack, switch threads. Hover the mouse
over a variable in the Editor to
evaluate the expressions and show it
in a tooltip. The NetBeans IDE
supports the Fast Ruby Debugger, which
also works with JRuby. You can even
attach the debugger to any remote
process started from the command line,
and get all the advantages of a
user-friendly debugger fronten
http://www.netbeans.org/features/ruby/index.html