The pain of running Rails on a Windows machine is one of motivations behind Microsoft creating Ubuntu on Windows. It was built to improve developer's experience. For the current state, that's probably a good way to structure a google search. My impression from what I've read is that it's reasonably good. But it's just what I've read.
Every time I've dealt with Ruby and/or Rails on Windows I've been annoyed--typically at events like Rails Girls where we have to try it out but still have problems.<p>The basic install is not terrible, but the very second you start needing thinks like Image Magick or any gem that might expect a Linux build environment or POSIX tools everything breaks into shambles.<p>If you want to run Rails on Windows, install Virtualbox on Windows, and then load a Linux VM into it.