Up until today, I had only been running Ruby on Rails apps inside the built-in WEBrick web server, which is really slow.
Today, I set up my Rails apps to work with Apache. If you just run them as CGIs inside Apache, this is also really slow, so I went a step further and enabled FastCGI.
This web page and this other one helped a bit, especially in figuring out how to get around the missing fcgiapp.h error message.