I went to the malls. Lot of the jewelry stores in the malls are gem in the rough. I went go typical places like Jared and Zales but they were all low quality diamonds that I wasn't going to give my girl for her first ring. You might be lucky and find them on sale. The ring I got for my girl was msrp at $8000 I got it for $6400 with the cut and the diamond i wanted
I would suggest avoiding online as you can't see the diamonds yourself or what you will be getting exactly. Also have an appraiser present when you get the ring. The jewelry store I went offered an appraiser come and told me what my ring was worth as well cause you can never trust the paper appraisal
Make friends with someone who works at a retail jewelry store or get a part time job at one. It will get you a very generous discount. Jewelry and furniture have this highest mark up of anything you can buy so some of those special sales are just like regular price a lot of the times.