I recently did the switch and it was fun, and now I finally got everything working, here are the steps I took:

• Install rubymine and make a shortcut
• Use Textmate style shortcuts (so I can work with all the evil textmaters out there :> )
• Correct Meta key behaviour:
  keyboard > layout options
  choose meta is mapped to left win
• fuzzy autocomplete / Textmate Esc autocomplete is called “cyclic completion”, find it in keymap and replace it with Esc
• add ctrl+c/v/x/z/… shortcuts so rubymine behaves like all the other apps

Benefits:

• great fuzzy file search e.g. “ba/us/in” -> app/backend/users/index.erb
• Fast autocompletion
• Nice refactoring with preview
• Warnings / hints on local / global / unused variables and sane spellchecking
• Tons of options for whitespace/editor layout
• Integrated git with visible history
• “click something and got to its definition” works great

Drawbacks

• Startup takes ~30s for large app (initial indexing took ~ 4min)
• To many menu entries, but they can be customized out…