If you are or are eligible for a USAA account, they have an excellent buying service. The prices there were a little better than Blue Nile.
In any case, print out the prices for a few stones in your range from Blue Nile and then ask a jewelry store if they can match/beat the price. Fink's (mid Atlantic) did that for me and included no interest for 6 months.
I think the most important thing is making sure you get an excellent cut. It will make whatever the size of the stone stand out all the more.