There are server way to install rubygems
- Using apt-get: apt-get install rubygems1.8
- Using rvm: bash -s stable < <(curl -s https://raw.github.com/wayneeseguin/rvm/master/binscripts/rvm-installer)
- Compile from source
Which one is better method?
For me, the better method is to use the package manager. You can install, upgrade, remove, dependencies are checked etc, with simple straightforward commands.