I've tried RadRails but keep going back to JEdit w/ Ruby plugin. It's faster, leaner, and I find that I don't use all the extra RadRails features like the generators (the console works great for that stuff). I also find the Preferences in RadRails very confusing (probably because I'm not used to working with Eclipse).
It would be nice to have more features added to the JEdit Ruby plugin, and I'm hoping that will be the case.