Emacs seems to have all the possible keyboard combinations already randomly distributed among it\'s commands. :p
If I am to define new keyboard shortcuts, where should I
By default, C-x h marks the whole buffer, and C-M-\ runs indent-region, so doing those two one after the other will indent the whole buffer.
comment-dwim is already bound by default to M-;, and probably does better than comment-or-uncomment-region. ("DWIM" stands for "do-what-I-mean")
For completion, I recommend setting up auto-complete-mode, which interoperates with rsense. Auto-complete has standard keybindings for all completion.
As for rdebug, I would probably just stick it on one of the F-keys, or else something prefixed by C-c, since that is the sort-of designated "custom" prefix. Maybe C-c d for "Debug". To make sure that the key is not already bound, go to a ruby buffer and press C-h k and then press your key combination, and make sure that Emacs tells you that is is undefined.