Thought I'd put my 2cents in. A place I found very valuable and where I ended up buying my diamond from was
http://www.goodoldgold.com/ The site is very informative and the people who work there are very nice.
I did alot of research at
http://www.pricescope.com/ . Check out their forums there, you can get a lot of good ideas. Also they have a search feature for diamonds which is nice. I went with quality over size getting a 0.56 VVS2, with very close to ideal proportions. It is well worth it, my wife still gets compliments on her ring almost once a week. Having a tension setting also helped the diamond, it looks great. Once place for tension settings is Gelin and Abaci, I found well reduced prices online compared to in store.
Hope this helps you a little!
edit: Here is the ring
http://www.sndgems.com/TR054gelinabaci.htm