Learn to negotiate...
I got prices online and then went to a jeweler nearby that has a great reputation. He said he would give me better quality and beat the price. He also threw in the setting for dirt cheap and then "shipped" the ring so it wasn't taxed.
It also helps to see them because my girl originally thought she wanted a round diamond, but after seeing the cushion cut in a round halo setting, she loved it. I let her choose a diamond she liked, then I went online, go comparable then shopped the local dealers and got the best price.
GIA is the best certification because the other certification organizations get paid by the diamond seller, GIA does not make a profit from the grading like other organizations, GIA is a non-profit institution (I believe - correct me if i am wrong).
I got her a VVS1, ideal / brilliant cut, E color, zero fluorescence 1.42 carat stone in a halo criss - crossed band setting with small stones totaling .88 carat for what I would say is a damn good price. It was a custom ring done by the jeweler (his own design) but similar settings alone for for $3-4K, and he pretty much gave it away.
it is beautiful ring and although the diamond isn't huge, it looks much bigger because of the quality of the stone. She chose that stone because it truly stood out. When looking at all other comparable stones together (all GIA certified) even ones with similar gradings (minus the cut quality or fluorescence level) it just sparkled so much more. The wedding bands were done to match the ring, so I got her the one side as her wedding band, and at our 1 year anniversary, I am going to give her the other side of the band to balance it out.
As others have stated, blue Nile is a great, high quality retailer, and you will get a great diamond there. I've bought necklaces and earrings there. But use the information on blue nile to negotiate a good price at a jeweler... and if you want to get your girl's input, let her look at some styles and see what really makes her eyes get wide.