I have seen quite a few different methods of installing 1.9.3 on squeeze and none of them really appealed to me. Mostly because I rarely install from source as the package system is there for a reason. To get ruby 1.9.3 installed I had a few possibilities but opt'd for the source package from bearstech.com. This is actually quite simple but everyone seems to want to make it more difficult than needed.

Get the current ruby DSC file from the bearstech.com site and prepare for your package build

dget -u http://deb.bearstech.com/squeeze/ruby-1.9.3/ruby1.9.1_1.9.3.194-5bearstech1.dsc

Afterwards make sure you have the needed dependencies. The only one that gave me problems was the dep on debhelper 8.9.7. Squeeze comes with 8.0.0 so you have to make sure the backports repo is available and install debhelper 9:

apt-get install -t squeeze-backports debhelper

after that just build the package

cd ruby1.9.1-1-9.3
dpkg-buildpackage -rfakeroot

Enjoy your new ruby 1.9.3 package.