Based on the example here: http://ofps.oreilly.com/titles/9781449380373/ch01.html

hello.rb

#!/usr/bin/env macruby

framework 'AppKit'

module AppDelegate
  extend self

  def applicationDidFinishLaunching(notification)
    voice_type = "com.apple.speech.synthesis.voice.GoodNews"
    @voice = NSSpeechSynthesizer.alloc.initWithVoice(voice_type)
  end

  def say_hello(sender)
    @voice.startSpeakingString("Hello World!")
    puts "Hello World!"
  end

  def windowWillClose(notification)
     puts "Bye!"
     exit
  end

end

# Inits NSApp
NSApplication.sharedApplication
NSApp.delegate = AppDelegate

# Allows an app without an applicaiton bundle or info.plist to still be an app
NSApp.setActivationPolicy NSApplicationActivationPolicyRegular

NSWindow.alloc.initWithContentRect(
  [200,300,300,100],
  styleMask:NSTitledWindowMask|NSClosableWindowMask,
  backing: NSBackingStoreBuffered,
  defer: false
).tap do |w|
  w.title = "MacRuby: The Definitive Guide"
  w.delegate = AppDelegate

  w.contentView.addSubview(
    NSButton.alloc.initWithFrame([80, 10, 120, 80]).tap do |b|
      b.bezelStyle = 4
      b.title      = 'Hello World!'
      b.target     = AppDelegate
      b.action     = 'say_hello:'
    end
  )
  w.orderFrontRegardless
end

# Loads this app in front of the terminal (or whatever launched it)
NSApp.activateIgnoringOtherApps true

# Start the run loop
NSApp.run