A few other notes that you might find useful:
Diamond Certification - this makes quite a big difference in price of the diamond, depending on who grades the diamond. I found that GIA certified diamonds were much higher in price than other labs (AGL, EGL, etc). This might be because GIA is a non-profit organization that grades their diamonds to the highest standards. To me, as long as you're buying a good quality diamond (better than G color, VS1 or better, excellent cut) it doesn't make a huge difference between GIA and EGL. However, for lower quality colors, and clarity, that's where GIA is noticeably better quality.
I bought my fiancee's ring from Jewels by maxime's. I wanted to get a Tacori, and rather than ordering online and not having a warranty on it, I went with maximes. Their service has been nothing short of spectacular. We get her ring cleaned every time we are at the mall. They actually gave my fiancee quite a bit of a discount on a watch that she's giving me for our wedding present. Plus the ring has a lifetime warranty, and lifetime servicing and cleaning, so I can't really complain about it. A diamond that is always clean makes the ring look shinier and bigger.
If you are looking for designer settings, make sure to check out
www.since1910.com.
They have a good selection of designer bands, and diamonds are very similar to bluenile.
Also, regarding the post earlier with the ring being appraised at $4000 over what you paid. Appraisals are ALWAYS higher than what you paid. It doesn't really mean much to be honest. The ring I bought was appraised $10000 higher than what I paid.
Ring Insurance - make sure you get this insured as soon as you pick up the ring. I've heard horror stories of the girl leaving the ring on the sink of a public washroom a week after the proposal, and losing it. House insurance will cover up to a certain amount, depending on your insurance policy, and assuming your fiance lives with you. If she doesn't live with you yet, or if your ring is worth more than the allowable limit, then you have to add an extra item to your insurance policy to cover the ring, and this gets expensive. If this is the case, check out jewelers mutual insurance. It will be cheaper than house insurance, and the ring is covered world wide. She could lose it while scuba diving and it will be covered.
Good luck!