I love my set from Brian Gavin. I have a solitaire in the "Melissa" setting with a 3/4 eternity band. (I wanted metal in the back in case I needed to size up or down, which is difficult to do with a full eternity band.) Almost 3 years on and they look as good as new. The stone appraised for significantly higher than its cost.
OP, if you're looking for a round diamond, make sure you take a look at the grading cert with which it comes. The lab itself is important -- AGS and GIA are the best rated, although EGL definitely puts out some quality stones.
Also take a look at the stone's proportions -- table percentage, depth percentage, pavilion angle, and crown angle. Pricescope has this nifty little tool that will calculate the "idealness" of a diamond in terms of light return, fire, scintillation, and spread (i.e., how big it looks).
http://www.pricescope.com/tools/hca
Pricescope is an awesome forum -- many vendors will give you a 1 to 2 percent discount if you're a member. You also get a discount if you do a wire transfer, I believe.
Brian Gavin's melee (small stones, like pave and the stones in their Dream eternity bands) is the best in the business IMO.
I do think Leon Mege (as mentioned previously!) has amazing settings, as does Mark Morrell. Victor Canera's worth a look, as is Good Old Gold. I believe if you buy from a vendor not located in your state that you do not have to pay sales tax.
Brian Gavin
http://briangavindiamonds.com/
Leon Mege
https://www.artofplatinum.com/vault/
Mark Morrell
http://www.mwmjewelry.com/
Victor Canera
http://www.victorcanera.com/
Good Old Gold
http://www.goodoldgold.com/
Good luck!