Setup RVM on Mac OS X

First of all, install Xcode in anyway.
Installing rvm itself is pretty easy. The rvm homepage gives a quick
install command:

bash < <(curl -s
https://raw.github.com/wayneeseguin/rvm/master/binscripts/rvm-installer)

and then add this to your shell profile:

[[ -s "$HOME/.rvm/scripts/rvm" ]] && . "$HOME/.rvm/scripts/rvm"
CC=/usr/bin/gcc-4.2

For ruby 1.9.3, we need libksba installed, using Homebrew, just run

'brew install libksba'

installing Homebrew is quite easy too:

/usr/bin/ruby -e "$(curl -fsSL https://raw.github.com/gist/323731)"

now try install ruby 1.9.3:

rvm install 1.9.3 --reconfigure --debug -C --enable-pthread --with-gcc=clang

NOTE: in case of any compilation issues
* downgrade to Xcode 4.1
* or install osx-gcc-installer
and reinstall your rubies.