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chruby can manage Rubies installed by ruby-install or even built from source.
rbenv allows you to manage multiple installations of Ruby.
You should really check out how to do that before you go any farther.
Some of them also allow you to install multiple versions on the same system; associated managers can help to switch between the different Rubies.
If you are planning to use RVM as a version manager you do not need a separate installer, it comes with its own.
It gives you everything you need to set up a full Ruby development environment on Windows. If you are installing Ruby in order to use Ruby on Rails, you can use the following installers: Many Rubyists use Ruby managers to manage multiple Rubies.
They confer various advantages but are not officially supported.
Ruby 1.9.2p0 is also available at Sunfreeware, but this is outdated.