One of the major problem which prevent the migration to Ruby 1.9 is the lack of the porting of ruby-debug.

Here the steps I followed to made it working on my MacBook with Multiruby:

   1  sudo gem install rake-compiler ruby_core_source --no-rdoc --no-ri
   2  sudo gem install ruby-debug19 --no-rdoc --no-ri

I hope it works for you too!