On the page:
There are stable versions (1.8.6 p26 being the latest), and there are some "Previews" for 1.9.1. Are the "Previews" stable versions or are they Beta?
It seems that otherwise, the most recent stable version you can get is 1.8.6?
On page
the "Ruby 1.8.6 One-Click Installer" actually points to
http://rubyforge.org/frs/download.php/47082/ruby186-27_rc2.exe
which is a release candidate instead of a stable version?
The most recent stable I would recommend is 1.8.7 patchlevel 72 for windows. It's more difficult to install than the One-Click stuff, however I remember that there are some differences between 1.8.6 and 1.8.7 like the addition of array.count which made me upgrade.
The OCI 1.8.6 "RC2" is just confusing - based on this post it's more like a 1.8.6 update - somewhere between 1.8.6 and 1.8.7.
The 1.9.1 "Preview" however seems to be a beta since there is at least one issue.
If you want to go down the safe road, install the stable 1.8.7 or 1.9.1 (depending whether you need 1.9 - there is still a lot of stuff that doesn't work with 1.9 yet) from http://www.ruby-lang.org/en/downloads/ and get the required DLLs (zlib, openssh, readline) by yourself.
Preview Versions are what the name says, a version that you can try to see how things will work out in a near future.
Starting with the next Preview Version (1.9.2 I think), the Ruby Core team has decided that the Rubyspec specs should be run and should pass before release, so it should be a pretty stable version (still not recommended for production use).