In my Rails 3.2 app (Ruby 1.9) I get following error when using path helpers in Coffeescript.
undefined local variable or method `new_user_session_path\'
Old post, but still accessible from Google.
In rails 4 (and certainly at least 3 too) you can use the route helpers to insert your js files easily:
assets/javascript/my_file.js.coffee.erb
<% self.class.include Rails.application.routes.url_helpers %> window.index_route = '<%= index_path %>'