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Ruby Management

RVM

https://rvm.io/

rbenv

https://github.com/sstephenson/rbenv/

OS X

For OS X I recommend either using Homebrew or another package manager like Macport or Fink to install all third party software.

Linux(Ubuntu?)

Everything can be installed from apt-get, you may have to tweak your path if you have multiple versions of Ruby installed, also often times it installs secondary versions with the version number appended.