IDEs typically have more overhead, are slower to start up, etc. At the same time, if you're in the IDE all day, then start up might not be as much of an issue, and unless you're running on a machine with limited resources, the memory footprint probably won't matter either. For me, having a good file/project management interface is important - pretty much all IDEs have this, some advanced text editors do too.
Since you're looking for a Linux/Windows solution then I'd suggest that Netbeans has pretty good Ruby support nowadays and runs on both of those platforms, it's also got a nice debugger.
From what I understand, a large number of Mac-based Ruby programmers run Textmate because of its "snippets" feature (amongst other things) - it's also got a file organizer thing which makes it seem sort of like an IDE. There is a Windows editor called E-TextEditor which bills itself as "The Power of TextMate on Windows". I guess this means it supports the same snippets feature as Textmate so that might be worth looking into.