I've never done development on Windows. So unfortunately I can't offer any feedback in that regard. I know that @luislavena is very heavy into helping users with Windows development environments.
That said, I just gave a talk today on Enterprise development with Ruby at RubyNation and one of the things I always advocate is trying your absolute hardest to do development in the same (or very similar) environment to where your deploying your production code.
If you're going to be deploying to Linux (which I'd strongly encourage) then I'd suggest doing your best to either use Vagrant for VMs to do development on Windows within a Linux VM or even looking into Macs (which are very similar to Linux as far as infrastructure). If you're stuck in an Enterprise environment and can't get VirtualBox/VMWare & Vagrant installed then I'd suggest acquiring an extra Linux server just for development for the team and then SSHing into that server via PuTTY (or similar) from Windows.
Best of luck and sorry I can't offer more Windows specific feedback / suggestions,