liebcor * http://stores.ebay.com/liebcor
has a nice selection of rings and pendants - at really good prices - in silver and gold (their 10k yellow gold pieces are crazy affordable)
and they have a reasonable stone setting charge.

there are other places that sell Snap-Tite type settings, especially in silver, where for pendants and earrings you can pop the stones in yourself.
like these: http://stores.ebay.com/Jamming-Gems_Snap...634Q2ec0Q2em322


for me, i think, half the fun of these easily affordable stones is the fun of figuring out how to set them on the cheap