I chose cherokee because I like playing with non-mainstream alternatives and it is probably the feature-richest lightweight webserver application available. I am not a Ruby dev at all, so all I can say is that cherokkee works fine. I tested lighttpd, too, but I was missing some features...
Now maybe something is wrong with the detection on my system (which shouldn't be the case), as Bram changed smth in the installer lately (in gVim 7.3); could anyone check if the registry entry is still correct? I use a self-compiled build...