"a.out." that's right. I always use a makefile to force it to use a name like "prog.exe". You're quite right about Geany being imperfect. The main things are that it doesn't use the onscreen keyboard and it doesn't respond to the "enter" key unless you tap it five times really fast.

If you are trying to learn c++, think about trying to fix these two bugs as a learning project!

You can also install KDE and use the KATE editor. As for Ruby, I imagine the process is similar, but I haven't done it so I don't know.