Credit where credit is due: First, I have to give the credit for this to Allan Odgaard (of TextMate fame) and Ciaran Walsh. I just jumped into ##textmate and served as the catalyst by bringing up the topic and getting the ball rolling.
For my pastie presentation at RailsConf 2008 I showed a little code, but it was all screen snaps. I've since been told of this semi-annoying 4-5 step process to go from TextMate pretty code to a Keynote slide... but no more...
First, copy the "Create HTML From Document / Selection" command... yes, using the ++ command to copy... you can't just make a new command because evidentally you need some secret XML sauce that the original has and your copy will inherit... then change the command source to the following:
Update: You must put the duplicated command in the TextMate bundle, or this won’t work.
ruby -e'
require "jcode"
$KCODE="U"
require "#{ENV["TM_BUNDLE_SUPPORT"]}/lib/doctohtml.rb"
require "#{ENV["TM_SUPPORT_PATH"]}/lib/progress.rb"
unit = ENV.has_key?("TM_SELECTED_TEXT") ? "selection" : "document"
TextMate.call_with_progress(:message => "Creating HTML version of #{unit}…") do
print document_to_html( STDIN.read, :include_css => true )
end'|textutil -convert rtf -stdin -stdout|pbcopy
echo 'Done!'
You can see we're just piping the output of TM's HTML generation into textutil to generate RTF. Then we're placing that on the clipboard. Here is what my dialog looks like:

You can assign the "Copy with Style" command to your own key binding... then it's as simple as copy/paste. Two keystrokes, done.
This seems to work great with Leopard, but still needs some testing on Tiger. It currently fails with an error about stdin. But hopefully this tip will help those of you preparing presentations with nicely colored Ruby code.