My wife and I did a blue-green sapphire and love it. We shopped through The Natural Sapphire Company for unique sapphires and chose some to check out. They shipped them to us to check out before buying (3 at a time) and we chose which one we liked after a couple of shipments. After picking the stone, we had a custom ring setting made at Ethan Lord Jewelers in Chicago. We just picked some photos of rings we liked, sent the stone, and they did CAD drawings. Most -- if not all of it -- can be done remotely.
I will say that EdipisReks is correct in that diamonds will wear better over time, but we chose to accept a softer stone because we wanted something different. It will take more maintenance and may need to be replaced, but we accept that.