Quite often I see users asking on #rubyonrails how to setup a persistent connection with redis + rails. It's actually quite simple and you can go about it several ways. A common approach I see is to use the global variable $redis throughout your Rails application. If you're on Rails 3.0 the config/initializers directory is autoloaded on boot.
# config/redis.yml
host: localhost
port: 6379
# config/initializers/redis.rb
config = YAML.load_file(Rails.root + 'config/redis.yml')
$redis = Redis.new(:host => config["host"], :port => config["port"])