ruby/gnuplot program.rb works through cygwin/x.
Nice to read that 
As one last question,
can you recommend a good text editor? I was using the one distributed
with ruby but I can’t seem to find it with the cygwin installation.
You mean SciTE ? You can use that editor (or any other) in combination
with
Cygwin.
There have been lengthy discussions on this mailing list to see who
likes
and uses
which text editor and for what reason: you can search these threads for
insights.
I personally use SciTE because I like it most, but there is also emacs,
jedit, vi and many others…it’s a matter of taste and comfort, I guess.
Best regards,
Axel