If you've ever needed just Ruby, without rails, there is a simple and effective way to do so with GoDaddy. All you need to do is to rename your program from (.rb) to (.cgi) and set Linux/Unix permissions on it to 0755 through your FTP client. This will allow your ruby program to be executed just like any php or perl cgi program on GoDaddy. Remember your first output still has to be something like
puts "content-type: text/html\n\n"