推奨できる物かは知らないけど個人的に楽
Mac OS X + zsh + chruby
ruby_version=$(grep '#define RUBY_VERSION' version.h | grep -o -E '[0-9.]+')
ruby_bin=ruby-${ruby_version}dev.$(git rev-parse --short trunk)
./configure --prefix="$HOME/.rubies/$ruby_bin" --disable-install-doc
make install
source /usr/local/share/chruby/chruby.sh