Well the subject goes without saying. I’ve been working on WinXP again lately and when I’m not around my favourite text editor on the mac (TextMate) I opt for SCiTE on windows. The following settings I find useful for this simple but powerful text editor. YMMV.
# auto complete word
autocompleteword.automatic=1
# advanced find and replace
find.replace.advanced=1
# force monospaced fonts
font.base=$(font.monospace)
font.small=$(font.monospace)
font.comment=$(font.monospace)
font.text=$(font.monospace)
font.text.comment=$(font.monospace)
font.embedded.base=$(font.monospace)
font.embedded.comment=$(font.monospace)
font.vbs=$(font.monospace)
font.monospace=font:DejaVu Sans Mono,size:8
# split horizontal instead of vertical
split.vertical=0
# Wrapping of long lines
wrap=1
# one instance of SciTE only
check.if.already.open=1
# save on deactivate
save.on.deactivate=1
# full path in title
title.full.path=1
# indentation
tabsize=2
indent.size=2
use.tabs=1
# max number of tabs
buffers=20
# reload file and prompt on activation
load.on.activate=1
# prompt me for any suspicous action
are.you.sure.on.reload=1
# show the status bar
statusbar.visible=1

Do you leave the settings in place to check syntax and execute ruby files directly?
I did a post on these here: http://watirmelon.com/2009/08/19/restoring-check-syntax-for-ruby-files-in-scite/
Hi Alister, that setting appears to be on by default in my version of SciTE (1.72) although I suspect it’s a fairly old version so not sure on the latest copies…