Sapphire Steel makes a plug-in for Visual Studio, to allow Ruby development within Visual Studio. It makes Ruby a fully supported language within the IDE. Its called Ruby In Steel. Its a bit expensive at $199, if your not a fully time Ruby Developer though. (If you are a full time Ruby developer, the cost of Visual Studio would be a bigger problem I think).
It has great support for debugging, as you would expect if your used to Visual Studio.