I've seen antique rings that are 80+ years old and the milgrain is still going strong, even in gold. I'm confident that the milgrain would look beautiful for a very long time, although there is no question that platinum and palladium will hold their detail much longer. Gold is softer, so it will wear over time, which also applies to prongs, shanks, engraving, etc., not just milgrain. It adds character to a piece, IMO.
That being said, for an heirloom piece to last many generations, go with platinum. But the way I think of it is that I will eventually want to reset my stone anyway, once my taste changes. And I can only assume that my daughter will feel the same way - inheriting the diamond but is free to reset it into anything she likes.
Many, many, many people wear gold wedding rings, so I say get what you like, wear the heck out of it, and when you tire of it or it looks old and sad, lol, RESET!
I did pull the trigger, btw! On the rose gold with white basket. WOOT! I can't wait! I'm so obsessed with the rose gold now, lol, I'm asking for a rose "gold" watch for mother's day (Michael Kors, not too expensive, big boyfriend face watch with maybe some bling on it, for fun!)